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...

Semi-parametric and nonparametric modeling and inference have been widely studied duringthe last two decades. In this manuscript, we do statistical inference based on semi-parametricand nonparametric models in several different scenarios.Firstly, we develop a semi-parametric additivity test for...