Bootstrap‐assisted Goodness‐of‐fit Tests in the Frequency Domain

DOI10.1111/1467-9892.00162zbMATH Open0940.62030OpenAlexW1993574229MaRDI QIDQ4956033FDOQ4956033

Authors: Hui Chen, Joseph P. Romano 

Publication date: 24 May 2000

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

Full work available at URL: https://doi.org/10.1111/1467-9892.00162

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zbMATH Keywords

bootstrapKolmogorov-Smirnov testAnderson-Darling testspectral distribution functions

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40) Inference from stochastic processes and spectral analysis (62M15)

Cited In (25)

• A parametric bootstrap test for cycles
• Bootstrap specification tests for linear covariance stationary processes
• Bootstrapping bispectra: an application to testing for departure from Gaussianity of stationary signals
• Bootstrap assisted specification tests for the ARFIMA model
• A local spectral approach for assessing time series model misspecification
• Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations
• Goodness of fit tests for spectral distributions
• Testing the Fit of a Vector Autoregressive Moving Average Model
• Goodness of fit for lattice processes
• A GENERALIZED PORTMANTEAU GOODNESS-OF-FIT TEST FOR TIME SERIES MODELS
• Generalised likelihood ratio tests for spectral density
• Spectra of bivariate \(\mathrm{VAR}(p)\) models
• Frequency domain bootstrap for ratio statistics under long-range dependence
• Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities
• Testing non-parametric hypotheses for stationary processes by estimating minimal distances
• TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS
• Testing nonparametric and semiparametric hypotheses in vector stationary processes
• Goodness-of-fit tests for multiplicative models with dependent data
• A bootstrap-assisted spectral test of white noise under unknown dependence
• TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain
• Goodness-of-Fit Tests for Linear and Nonlinear Time Series Models
• Distribution free goodness-of-fit tests for linear processes
• An omnibus test for the time series model AR(1).
• Specification tests for lattice processes
• Parametric bootstrap edf-based goodness-of-fit testing for sinh-arcsinh distributions

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