Testing nonparametric and semiparametric hypotheses in vector stationary processes

DOI10.1016/j.jmva.2007.06.003zbMath1136.62371MaRDI QIDQ2482138

Michael Eichler

Publication date: 16 April 2008

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2007.06.003

zbMATH Keywords

goodness-of-fit test; frequency domain approach; spectral density matrix; nonparametric and semiparametric tests; partial noncorrelation

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62E20: Asymptotic distribution theory in statistics

62G20: Asymptotic properties of nonparametric inference

60F05: Central limit and other weak theorems

62M15: Inference from stochastic processes and spectral analysis

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