In this paper, we propose a model-free bootstrap method for the empirical process under absolute regularity. More precisely, consistency of an adapted version of the so-called dependent wild bootstrap, that was introduced by Shao (2010) and is very easy to implement, is proved under minimal...

In this paper, we propose a model-free bootstrap method for the empirical process under absolute regularity. More precisely, consistency of an adapted version of the so-called dependent wild bootstrap, that was introduced by Shao (2010) and is very easy to implement, is proved under minimal...

In this paper, we propose a model-free bootstrap method for the empirical process under absolute regularity. More precisely, consistency of an adapted version of the so-called dependent wild bootstrap, that was introduced by Shao (2010) and is very easy to implement, is proved under minimal...

Höffding-type exponential inequalities are obtained for the distribution tails of canonical von Mises’ statistics of arbitrary order based on samples from a stationary sequence of random variables satisfying the φ-mixing condition.

In this paper, we propose a goodness of fit test for continuous time stochastic volatility models based on discretely sampled observations. The proposed test is constructed by measuring deviations between the empirical and true characteristic functions obtained from the hypothesized stochastic...

In this article we propose two consistent hypothesis tests of L2-type for weakly dependent observations based on the empirical characteristic function. We consider a symmetry test and a goodness-of-fit test for the marginal distribution of a time series. The asymptotic behaviour under the null...

This paper discusses the development of a multivariate control charting technique for short-run autocorrelated data manufacturing environment. The proposed approach is a combination of the multivariate residual charts for autocorrelated data and the multivariate transformation technique for...

We provide general results on the consistency of certain bootstrap methods applied to degree-2 degenerate statistics of U-type and V-type. While it follows from well known results that the original statistic converges in distribution to a weighted sum of centred chi-squared random variables, we...