✦ LIBER ✦

Blockwise empirical Cressie–Read test statistics for α-mixing processes

✍ Scribed by Francesco Bravo

Book ID: 104301932
Publisher: Elsevier Science
Year: 2002
Tongue: English
Weight: 107 KB
Volume: 58
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(02)00162-1

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✦ Synopsis

In this paper we use the empirical Cressie-Read discrepancy function to obtain a class of nonparametric likelihood statistics for smooth functions of means of -mixing processes both in the ÿnite-and inÿnite-dimensional case.