Testing relevant hypotheses in functional time series via self-normalization
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Erschienen in
-
Discussion Paper / SFB823 ; 21/2018
- Schlagwort
-
Hypothesentest
Zeitreihe
- Ereignis
-
Veröffentlichung
- (wo)
-
Dortmund
- (wer)
-
Universitätsbibliothek Dortmund
- (wann)
-
2018
- Handle
-
2003/37138
- URN
-
urn:nbn:de:101:1-2018101203422247143537
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:44 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Beteiligte
- Dette, Holger
- Kokot, Kevin
- Volgushev, Stanislav
- Universitätsbibliothek Dortmund
Entstanden
- 2018
Ähnliche Objekte (12)
Testing semiparametric hypotheses in locally stationary processes
A note on testing hypotheses for stationary processes in the frequency domain
Testing nonparametric hypotheses for stationary processes by estimating minimal distances
Optimale Versuchspläne für mehrere konkurrierende Polynom-Modelle bei einer gegebenen a-priori-Gewichtung
Estimation of Integrated Volatility in Continuous Time Financial Models with Applications to Goodness-of-Fit Testing
Testing equality of spectral densities
Testing strict monotonicity in nonparametric regression
Detecting relevant changes in time series models
Relevant change points in high dimensional time series
Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators
Testing for Symmetric Error Distribution in Nonparametric Regression Models
Testing for a constant coefficient of variation in nonparametric regression
Testing semiparametric hypotheses in locally stationary processes
A note on testing hypotheses for stationary processes in the frequency domain
Testing nonparametric hypotheses for stationary processes by estimating minimal distances
Optimale Versuchspläne für mehrere konkurrierende Polynom-Modelle bei einer gegebenen a-priori-Gewichtung
Estimation of Integrated Volatility in Continuous Time Financial Models with Applications to Goodness-of-Fit Testing
Testing equality of spectral densities
Testing strict monotonicity in nonparametric regression
Detecting relevant changes in time series models
Relevant change points in high dimensional time series
Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators
Testing for Symmetric Error Distribution in Nonparametric Regression Models
Testing for a constant coefficient of variation in nonparametric regression
Testing semiparametric hypotheses in locally stationary processes
A note on testing hypotheses for stationary processes in the frequency domain
Testing nonparametric hypotheses for stationary processes by estimating minimal distances
Optimale Versuchspläne für mehrere konkurrierende Polynom-Modelle bei einer gegebenen a-priori-Gewichtung
Estimation of Integrated Volatility in Continuous Time Financial Models with Applications to Goodness-of-Fit Testing
Testing equality of spectral densities
Testing strict monotonicity in nonparametric regression
Detecting relevant changes in time series models
Relevant change points in high dimensional time series
Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators
Testing for Symmetric Error Distribution in Nonparametric Regression Models