• 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)
    • 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 ...