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

DOI10.1111/1467-9892.00162zbMath0940.62030OpenAlexW1993574229MaRDI QIDQ4956033

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

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Bootstrap specification tests for linear covariance stationary processes ⋮ TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS ⋮ Goodness of fit for lattice processes ⋮ Spectra of bivariate \(\mathrm{VAR}(p)\) models ⋮ An omnibus test for the time series model AR(1). ⋮ Testing nonparametric and semiparametric hypotheses in vector stationary processes ⋮ Testing the Fit of a Vector Autoregressive Moving Average Model ⋮ BOOTSTRAP ASSISTED SPECIFICATION TESTS FOR THE ARFIMA MODEL ⋮ Testing non-parametric hypotheses for stationary processes by estimating minimal distances ⋮ SPECIFICATION TESTS FOR LATTICE PROCESSES ⋮ Distribution free goodness-of-fit tests for linear processes

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