Dahlhaus, R. ; Hainz, G.
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Abstract
For stationary linear processes Kolmogorov-Smirnov type goodness-of-fit tests for compound hypotheses based on frequency domain bootstrap methods are proposed. Similar botstrap tests for comparing the spectral distributions of two time series are suggested. The small sample performance of the tests is investigated by simulation, and a real data example is given for illustration.
| Document type: | Working paper |
|---|---|
| Place of Publication: | Heidelberg |
| Date Deposited: | 24 May 2016 08:59 |
| Date: | November 1999 |
| Number of Pages: | 36 |
| Faculties / Institutes: | The Faculty of Mathematics and Computer Science > Institut für Mathematik |
| DDC-classification: | 510 Mathematics |
| Series: | Beiträge zur Statistik > Beiträge |
