Browsing by Author "Neumann, M. H."
Now showing items 1-5 of 5
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Article
Editorial for the special issue in honour of Paul Doukhan
Bardet, J. -M; Fokianos, Konstantinos; Neumann, M. H. (2017)
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Article
A goodness-of-fit test for Poisson count processes
Fokianos, Konstantinos; Neumann, M. H. (2013)We are studying a novel class of goodness-of-fit tests for parametric count time series regression models. These test statistics are formed by considering smoothed versions of the empirical process of the Pearson residuals. ...
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Article
Goodness-of-fit tests for Markovian time series models: Central limit theory and bootstrap approximations
Neumann, M. H.; Paparoditis Efstathios, E. (2008)New goodness-of-fit tests for Markovian models in time series analysis are developed which are based on the difference between a fully nonparametric estimate of the one-step transition distribution function of the observed ...
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Article
On bootstrapping L2 -type statistics in density testing
Neumann, M. H.; Paparoditis Efstathios, E. (2000)We consider non-parametric tests for checking parametric hypotheses about the stationary density of weakly dependent observations. The test statistic is based on the L2-distance between a non-parametric and a smoothed ...
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Article
Simultaneous confidence bands in spectral density estimation
Neumann, M. H.; Paparoditis Efstathios, E. (2008)We propose a method for the construction of simultaneous confidence bands for a smoothed version of the spectral density of a Gaussian process based on nonparametric kernel estimators obtained by smoothing the periodogram. ...