The functional autoregressive process has become a useful tool in the analysis of functional time series data. It is defined by the equation , in which the observations Xn and errors [epsilon]n are curves, and is an operator. To ensure meaningful inference and prediction based on this model, it...

The notion of generalized bootstrapping is introduced in Mason and Newton (1992). The study the consistency of generalized bootstrapped means. We extend the validity of the generalized bootstrap to the case of U-statistics and studentized U-statistics. From the proofs it will become clear that...

The critical values for various tests for changes in location model are obtained through the use of permutation tests principle. Theoretical results show that in the limit these new "permutation tests" behave in the same way as the "classical tests" stemming from both maximum likelihood and...

In the present paper there is proposed a rank statistic for multivariate testing of randomness conceriing some marginal distributions. The asymptotic distribution of this statistic under hypothesis and "near" alternatives is treated.

An estimator of the change point in the linear model is proposed and its asymptotic properties (the rate of consistency and the limit distribution) are derived. This estimator is then used to construct estimators for the magnitude of the change of the regression parameters and of the scale....