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A nonparametric test for the stationary density

dc.contributor.authorSonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozessede
dc.contributor.authorNeumann, Michael H.en
dc.contributor.authorPaparoditis Efstathios, E.en
dc.creatorSonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozessede
dc.creatorNeumann, Michael H.en
dc.creatorPaparoditis Efstathios, E.en
dc.date.accessioned2019-12-02T10:37:08Z
dc.date.available2019-12-02T10:37:08Z
dc.date.issued1998
dc.identifier.urihttp://gnosis.library.ucy.ac.cy/handle/7/57326
dc.description.abstractWe 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 of a parametric estimate of the stationary density. It can be shown that this statistic behaves asymptotically as in the case of independent observations. Accordingly, we propose an i.i.d.-type bootstrap to determine the critical value for the test. -- Bootstrapen
dc.description.abstractstationary densityen
dc.description.abstracttesten
dc.description.abstractweak dependenceen
dc.sourceDiscussion papers of interdisciplinary research project 373en
dc.source.urihttp://hdl.handle.net/10419/61276
dc.source.urihttp://nbn-resolving.de/urn:nbn:de:kobv:11-10057128
dc.source.urihttp://edoc.hu-berlin.de/series/sfb-373-papers/1998-58/PDF/58.pdf
dc.titleA nonparametric test for the stationary densityen
dc.typeinfo:eu-repo/semantics/article
dc.description.volume1998,58
dc.author.facultyΣχολή Θετικών και Εφαρμοσμένων Επιστημών / Faculty of Pure and Applied Sciences
dc.author.departmentΤμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics
dc.type.uhtypeArticleen
dc.description.notes10419/61276
dc.description.notesSystemvoraussetzungen: Acrobat readerde
dc.description.notes<p>ID: 914en
dc.description.notesurn:nbn:de:kobv:11-10057128en
dc.description.notesElektronische Ressource Michael H. Neumannen
dc.description.notesEfstathios Paparoditisen
dc.description.notesOnline-Ressource (PDF-Datei: 20 S., 260,43 KBen
dc.description.notes(DE-601)378606077 1998,58$9199805800</p>en
dc.contributor.orcidPaparoditis Efstathios, E. [0000-0003-1958-781X]
dc.gnosis.orcid0000-0003-1958-781X


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