Blockwise empirical Cressie-Read test statistics for [alpha]-mixing processes

Francesco Bravo

Statistics & Probability Letters, 2002, vol. 58, issue 3, 319-325

Abstract: In this paper we use the empirical Cressie-Read discrepancy function to obtain a class of nonparametric likelihood statistics for smooth functions of means of [alpha]-mixing processes both in the finite- and infinite-dimensional case.

Keywords: [alpha]-Mixing; Cressie-Read; discrepancy; Nonparametric; likelihoods; Smooth; functions; of; means (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (2)

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