ON THE ASYMPTOTIC DISTRIBUTION OF BARTLETT'S Up-STATISTIC

DOI10.1111/J.1467-9892.1985.TB00411.XMaRDI QIDQ3738439zbMATH OpenOpenAlexFDO

Authors R. Dahlhaus

Publication date 1985

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9892.1985.tb00411.x

zbMATH Keywords

ARMA processesasymptotic distributionasymptotically Kolmogorov- Smirnov distributionBartlett's test statisticcentral limit theoremdata tapersempirical spectral distributionestimated innovation sequenceGaussian processgoodness-of- fit testperiodogramstationary time seriesSufficient conditions for the weak convergencetied down Brownian motion

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes and spectral analysis (62M15)

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Cites work

• scientific article; zbMATH DE number 3854249 (Why is no real title available?)
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• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• scientific article; zbMATH DE number 3312228 (Why is no real title available?)
• ON ESTIMATES AND THE ASYMPTOTIC BEHAVIOR OF NONEXIT PROBABILITIES OF A WIENER PROCESS TO A MOVING BOUNDARY
• On the Exit Time of Sums of Bounded Random Variables from a Curvilinear Strip

Cited in

(11)

• Weak convergence of dependent empirical measures with application to subsampling in function spaces
• An omnibus test for the time series model AR(1).
• A frequency domain empirical likelihood for short- and long-range dependence
• Local inference for locally stationary time series based on the empirical spectral measure
• A goodness-of-fit process for ARMA(p,q) models based on a modified residual autocorrelation sequence
• Bootstrap specification tests for linear covariance stationary processes
• Distribution-free specification tests for dynamic linear models
• Testing non-parametric hypotheses for stationary processes by estimating minimal distances
• Computing the exact distribution of the Bartlett's test statistic by numerical inversion of its characteristic function
• A blockwise empirical likelihood method for time series in frequency domain inference
• Distribution free goodness-of-fit tests for linear processes

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