Search Results - subject:"Sequential empirical process"

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A fluctuation test for constant Spearman’s rho

Wied, Dominik; Dehling, Herold; Kampen, Maarten W. van; … - 2011

Persistent link: https://www.econbiz.de/10009155239

Gaussian limits for a fork-join network with nonexchangeable synchronization in heavy traffic

Lu, Hongyuan; Pang, Guodong - In: Mathematics of operations research 41 (2016) 2, pp. 560-595

Persistent link: https://www.econbiz.de/10011520486

Weak convergence of the weighted sequential empirical process of some long-range dependent data

Buchsteiner, Jannis - In: Statistics & Probability Letters 96 (2015) C, pp. 170-179

measurable function G let (Yk)k≥1=(G(Xk))k≥1. We study the asymptotic behaviour of the associated sequential empirical process …

Persistent link: https://www.econbiz.de/10011115958

Weak convergence of the sequential empirical processes of residuals in ARMA models

Bai, Jushan - Volkswirtschaftliche Fakultät, … - 1991

This paper studies the weak convergence of the sequential empirical process $\hat{K}_n$ of the estimated residuals in …

Persistent link: https://www.econbiz.de/10009251535

Testing Shifts in Financial Models with Conditional Heteroskedasticity: An Empirical Distribution Function Approach

Lin, Shinn-Juh; Yang, Jian - Finance Discipline Group, Business School - 1999

This paper proposes a class of test procedures for a structural change with an unknown change point. In particular, we consider a general financial time series model with conditional heteroskedasticity. The test statistics are constructed via the empirical distribution approach and aim at...

Persistent link: https://www.econbiz.de/10005073659