Data driven smooth test of comparison for dependent sequences

作者：Doukhan P; Pommeret D; Reboul L^*

来源：Journal of Multivariate Analysis, 2015, 139: 147-165.

DOI：10.1016/j.jmva.2015.02.017

• Smooth test
• Schwarz's rule
• Strictly stationary process
• m-dependence
• alpha-mixing
• theta-dependence
• Long memory
• Gaussian processes

In this paper we propose a smooth test of comparison for the marginal distributions of strictly stationary dependent bivariate sequences. We first state a general test procedure and several cases of dependence are then investigated. The test is applied to both simulated data and real datasets.

• 出版日期2015-7