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Browsing Schriftenreihen und Sammelbände by Author "Paparoditis, Efstathios"
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2006-02-02BuchA Nonparametric Test for the Stationary Density Neumann, Michael H.; Paparoditis, EfstathiosWe 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 ...
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2005-10-14BuchAutoregressive Aided Periodogram Bootstrap for Time Series Kreiss, Jens-Peter; Paparoditis, Efstathios