We consider band-limited frequency-domain goodness-of-fit testing for stationary time series, without smoothing or tapering the periodogram, while taking into account the effects of parameter uncertainty (from maximum-likelihood estimation). We are principally interested in modeling short...

The problem of subsampling in two-sample and K-sample settings is addressed where both the data and the statistics of interest take values in general spaces. We focus on the case where each sample is a stationary time series, and construct subsampling confidence intervals and hypothesis tests...

The problem of nonparametric estimation of a multivariate density function is addressed. In particular, a general class of estimators with favorable asymptotic performance (bias, variance, rate of convergence) is proposed. The proposed estimators are characterized by the flatness near the origin...