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

DOI10.1111/1467-9892.00162MaRDI QIDQ4956033zbMATH OpenOpenAlexFDO

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

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)

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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
• Spectra of bivariate \(\mathrm{VAR}(p)\) models
• A GENERALIZED PORTMANTEAU GOODNESS-OF-FIT TEST FOR TIME SERIES MODELS
• Frequency domain bootstrap for ratio statistics under long-range dependence
• Generalised likelihood ratio tests for spectral density
• Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities
• TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS
• Testing non-parametric hypotheses for stationary processes by estimating minimal distances
• 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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