We propose a method for the construction of simultaneous confidence bands for a smoothed version of the spectral density of a Gaussian process based on nonparametric kernel estimators obtained by smoothing the periodogram. A studentized statistic is used to determine the width of the band at...

We consider non-parametric tests for checking parametric hypotheses about the stationary density of weakly dependent observations. The test statistic is based on the L2-distance between a non-parametric and a smoothed version of a parametric estimate of the stationary density. Since this...

Doukhan and Louhichi [P. Doukhan, S. Louhichi, A new weak dependence condition and application to moment inequalities, Stochastic Process. Appl. 84 (1999) 313-342] introduced a new concept of weak dependence which is more general than mixing. Such conditions are particularly well suited 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...

We devise a new method of estimating a distribution in a deconvolution model with panel data and an unknown distribution of the additive errors. We prove strong consistency under a minimal condition concerning the zero sets of the involved characteristic functions.

We fit a class of semiparametric models to a nonstationary process. This class is parametrized by a mean function [mu](·) and a p-dimensional function [theta](·)=([theta](1)(·),...,[theta](p)(·))' that parametrizes the time-varying spectral density f[theta](·)([lambda]). Whereas...

Degenerate U- and V-statistics play an important role in the field of hypothesis testing since numerous test statistics can be formulated in terms of these quantities. Therefore, consistent bootstrap methods for U- and V-statistics can be applied in order to determine critical values for these...