Hypothesis Testing for a Functional Parameter via Self-Normalization
From MaRDI portal
Cites work
- A general approach to the joint asymptotic analysis of statistics from sub-samples
- A self-normalized approach to confidence interval construction in time series
- A weak convergence result for sequential empirical processes under weak dependence
- Adaptive Inference for Change Points in High-Dimensional Data
- An Introduction to Functional Central Limit Theorems for Dependent Stochastic Processes
- Another look at bandwidth-free inference: a sample splitting approach
- Asymptotic results for the empirical process of stationary sequences
- Detection of Multiple Structural Breaks in Multivariate Time Series
- Dimension-agnostic inference using cross U-statistics
- Empirical likelihood methods with weakly dependent processes
- FixedbSubsampling and the Block Bootstrap: Improved Confidence Sets based onp-Value Calibration
- Generalized spectral tests for the martingale difference hypothesis
- High-dimensional statistics. A non-asymptotic viewpoint
- scientific article; zbMATH DE number 854585 (Why is no real title available?)
- Hypothesis testing for high-dimensional time series via self-normalization
- Hypothesis Testing in Time Series via the Empirical Characteristic Function: A Generalized Spectral Density Approach
- Inference for change points in high-dimensional data via selfnormalization
- Large sample confidence regions based on subsamples under minimal assumptions
- Nonlinear time series. Nonparametric and parametric methods
- On the Bahadur representation of sample quantiles for dependent sequences
- Resampling methods for dependent data
- RobustMTests Without Consistent Estimation of the Asymptotic Covariance Matrix
- Self-Normalization for Time Series: A Review of Recent Developments
- Simple Robust Testing of Regression Hypotheses
- Subsampling
- Testing and estimating change-points in time series
- Testing and estimating in the change-point problem of the spectral function
- Testing for change points in time series
- Testing That a Dependent Process Is Uncorrelated
- Testing the martingale difference hypothesis using integrated regression functions
- Tests for Parameter Instability and Structural Change With Unknown Change Point
- The integrated copula spectrum
- The jackknife and the bootstrap for general stationary observations
- The multiple change-points problem for the spectral distribution
- Unsupervised self-normalized change-point testing for time series
This page was built for publication: Hypothesis Testing for a Functional Parameter via Self-Normalization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6878036)
