Asymptotic properties of high order spacings under dependence assumptions

zbMATH Open1008.62050MaRDI QIDQ1856567FDOQ1856567

Magnus Ekström, J. Yu

Publication date: 10 February 2003

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

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• scientific article; zbMATH DE number 4062354

zbMATH Keywords

goodness of fitphi-mixingalpha-mixingmaximum spacing methodhigh order spacings

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Strong limit theorems (60F15)

Cited In (7)

• Some parametric tests based on sample spacings
• Alternatives to maximum likelihood estimation based on spacings and the Kullback-Leibler divergence
• Maximum spacing estimation for continuous time Markov chains and semi-Markov processes
• A class of estimators based on overlapping sample spacings
• Sum-functions of spacings of increasing order
• Strong Limit Theorems for Sums of Logarithms of High Order Spacings
• An asymptotically distribution-free test of symmetry

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