Testing nonparametric and semiparametric hypotheses in vector stationary processes

By Michael Eichler. 2008

57 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Food Science

View Paper: https://www.semanticscholar.org/paper/5bd7d238d8c6ffa661c1d6be6d9428991b1ac903

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Holger Dette
2. Philip Preuss
3. R. Puchstein
4. Efstathios Paparoditis
5. Rainer Dahlhaus
6. Mathias Vetter

In Food Science

1. Holger Dette
2. Efstathios Paparoditis

Citations in the corpus

• An updated review of Goodness-of-Fit tests for regression models (2013, unknown): “GoF for multivariate covariance structures have been studied by Eichler (2008), Dette and Paparoditis (2009), and Dette and Hildebrandt (2012).”
• Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities (2009, methodology): “Bootstrapping Frequency Domain Tests 849 Note that S D,n is a discretized version of the test that was proposed by Eichler (2008). We run several simulations for the three tests by using the same testing parameters, the same number of repetitions and bootstrap replications as those used to obtain th”
• Detection of Multiple Structural Breaks in Multivariate Time Series (2013, background): “Since this pioneering work numerous authors have considered this problem [see James et al. (1987), Banerjee et al.”