Another look at bandwidth-free inference: a sample splitting approach

DOI10.1093/JRSSSB/QKAD108MaRDI QIDQ6569494zbMATH OpenFDO

Authors Yi Zhang, Xiaofeng Shao

Publication date 9 July 2024

Published in Journal of the Royal Statistical Society. Series B. Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/JRSSSB/QKAD108

zbMATH Keywords

fixed-\(b\) asymptoticshypothesis testinglong run varianceself-normalisationtime series

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(4)

• Resampling-free inference for time series via RKHS embedding
• Hypothesis Testing for a Functional Parameter via Self-Normalization
• Dimension-agnostic change point detection
• A new approach to statistical inference for functional time series

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