Blockwise empirical Cressie--Read test statistics for \(\alpha\)-mixing processes.

DOI10.1016/S0167-7152(02)00162-1zbMath1092.62533MaRDI QIDQ1871234

Francesco Bravo

Publication date: 7 May 2003

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

\(\alpha\)-MixingCressie-- Read discrepancyNonparametric likelihoodsSmooth functions of means

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: hypothesis testing (62M07)

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Cites Work

• Empirical likelihood methods with weakly dependent processes
• The use of subseries values for estimating the variance of a general statistic from a stationary sequence
• A general resampling scheme for triangular arrays of \(\alpha\)-mixing random variables with application to the problem of spectral density estimation
• The jackknife and the bootstrap for general stationary observations
• Empirical likelihood ratio confidence intervals for a single functional
• Nonparametric standard errors and confidence intervals
• Empirical likelihood as a goodness-of-fit measure
• On blocking rules for the bootstrap with dependent data