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

DOI10.1093/JRSSSB/QKAD108MaRDI QIDQ6569494FDOQ6569494

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)

zbMATH Keywords

hypothesis testingtime seriesfixed-\(b\) asymptoticslong run varianceself-normalisation

Mathematics Subject Classification ID

Statistics (62-XX)

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