scientific article

zbMath0636.62030MaRDI QIDQ3776383

H.Takahata, Ken-ichi Yoshihara

Publication date: 1987

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

central limit theoremintegrated square errordensity estimatorsstrictly stationary sequenceRosenblatt-Parzen estimatorabsolutely regular random sequences

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Central limit and other weak theorems (60F05)

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On the Bickel-Rosenblatt test for first-order autoregressive models ⋮ The LIL for the Bickel-Rosenblatt test statistic ⋮ A nonparametric test for the change of the density function in strong mixing processes. ⋮ Functional asymptotic normality of the \(L_{2}\)-deviation of the kernel density estimation indexed by classes of weight functions ⋮ Local power properties of kernel based goodness of fit tests ⋮ Goodness-of-fit test using residuals in infinite-order autoregressive models ⋮ Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations ⋮ On the Bickel–Rosenblatt test of goodness-of-fit for the residuals of autoregressive processes ⋮ Towards a nonparametric test of linearity for times series ⋮ On bootstrapping \(L_2\)-type statistics in density testing ⋮ A nonparametric specification test for the volatility functions of diffusion processes

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