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Testing for change points in time series

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Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework

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White noise testing and model diagnostic checking for functional time series

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Adaptive testing for alphas in high-dimensional factor pricing models

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Statistical issues and developments in time series analysis and educational measurement

Fan, Zhewen - 2010

Chapter 1 is concerned with confidence interval construction for the mean of a long-range dependent time series. It is well known that the moving block bootstrap method produces an inconsistent estimator of thedistribution of the normalized sample mean when its limiting distribution is not...

Persistent link: https://www.econbiz.de/10009477845