Browsing Faculty of Natural and Agricultural Sciences by Subject "Independence"
Now showing items 1-2 of 2
-
Fourier methods for analyzing piecewise constant volatilities
(Springer, 2017)We develop procedures for testing whether a sequence of independent random variables has constant variance. If this is fulfilled, the modulus of a Fourier-type transformation of the volatility process is identically equal ... -
Independence tests in semiparametric transformation models
(SASA, 2018)Consider an observed response Y which, following a certain transformation Yϑ by := Tϑ (Y ), can be expressed by a homoskedastic nonparametric regression model reference a vector X of regressors. If this transformation model ...