Browsing Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics by Subject "hypothesis testing"
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Article
The asymptotic size and power of the augmented Dickey–Fuller test for a unit root
(2016)It is shown that the limiting distribution of the augmented Dickey–Fuller (ADF) test under the null hypothesis of a unit root is valid under a very general set of assumptions that goes far beyond the linear AR(∞) process ...
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Article
The asymptotic size and power of the augmented Dickey–Fuller test for a unit rootAAA
(2016)It is shown that the limiting distribution of the augmented Dickey–Fuller (ADF) test under the null hypothesis of a unit root is valid under a very general set of assumptions that goes far beyond the linear AR(∞) process ...
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Article
Testing for additivity and joint effects in multivariate nonparametric regression using Fourier and wavelet methods
(2004)We consider the problem of testing for additivity and joint effects in multivariate nonparametric regression when the data are modelled as observations of an unknown response function observed on a d-dimensional (d ≥ 2) ...