Blockwise empirical Cressie-Read test statistics for [alpha]-mixing processes

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 [alpha]-mixing processes both in the finite- and infinite-dimensional case.

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Year of publication:	2002
Authors:	Bravo, Francesco
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 58.2002, 3, p. 319-325
Publisher:	Elsevier
Keywords:	[alpha]-Mixing Cressie-Read discrepancy Nonparametric likelihoods Smooth functions of means

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005074795