Conference Agenda
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Discrete time series Location: 0.002 Session Chair: Christian H. Weiß | |
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Nonparametric symmetry tests for integer-valued time series Friedrich-Schiller-Universität Jena, Germany During the last years, there have been many proposals for modelling integer-valued time series. We propose tests of hypotheses related to certain symmetry and antisymmetry properties. For example, we consider the hypotheses that the conditional mean is an odd function or that the conditional variance is an even function. The proposed test statistics are nonparametric and have non-standard limit distributions. We show that the wild bootstrap offers a simple method of generating asymptotically correct critical values. The talk is based on joint work with Paul Doukhan and Christian Weiß. | |
