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

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  • Bravo, Francesco

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.

Suggested Citation

  • Bravo, Francesco, 2002. "Blockwise empirical Cressie-Read test statistics for [alpha]-mixing processes," Statistics & Probability Letters, Elsevier, vol. 58(3), pages 319-325, July.
  • Handle: RePEc:eee:stapro:v:58:y:2002:i:3:p:319-325
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    Cited by:

    1. Yuichi Kitamura, 2006. "Empirical Likelihood Methods in Econometrics: Theory and Practice," CIRJE F-Series CIRJE-F-430, CIRJE, Faculty of Economics, University of Tokyo.
    2. Francesco Bravo, 2016. "Local Information Theoretic Methods for smooth Coefficients Dynamic Panel Data Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(5), pages 690-708, September.

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