Browsing Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics by Author "Neumann, Michael H."
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Article
Dependent Wild Bootstrap for the Empirical Process
Doukhan, Paul; Lang, Gabriel; Leucht, Anne; Neumann, Michael H.; Cavaliere, Giuseppe; Politis, Dimitris Nicolas; Rahbek, Anders (2015)
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Article
A nonparametric test for the stationary density
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse; Neumann, Michael H.; Paparoditis Efstathios, E. (1998)We propose a nonparametric test for checking parametric hypotheses about the stationary density of weakly dependent observations. The test statistic is based on the L2-distance between a nonparametric and a smoothed version ...