• 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. ...
    • 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 ...
    • Article  

      A maximum entropy type test of fit 

      Lee, S.-J.; Vonta, Filia; Karagrigoriou, Alex (2011)
      In this paper, we propose a test of fit based on maximum entropy. The asymptotic distribution of the proposed test statistic is established and a corrected form for small and medium sample sizes is furnished. The performance ...
    • Article  

      On distributional properties and goodness-of-fit tests for generalized measures of divergence 

      Karagrigoriou, Alex; Mattheou, K. (2010)
      The aim of this work is the investigation of a generalized family of measures of divergence which includes the well-known Csiszár's, Cressie and Read's, and the Basu-Harris-Hjort-Jones (Basu et al., 1998) measures. A weakly ...
    • Article  

      Optimal Φ-divergence tests 

      Panayiotou, Panayiotis A.; Karagrigoriou, Alex (2011)
      The aim of this work is the investigation of goodness of fit tests using measures of divergence. More specifically, we introduce a new family of divergence measures which is indexed by a positive parameter "a" and identify ...
    • Conference Object  

      Statistical inference for heavy-tailed distributions in technical systems 

      Karagrigoriou, Alex; Vonta, Filia (Institute of Electrical and Electronics Engineers Inc., 2014)
      In this work we explore the class of heavy-tailed distributions and discuss their signicance in reliability engineering. At the same time we discuss measures of divergence which are extensively used in statistics in various ...