Simultaneous inference and trend specification testing in ARMA model with trend via innovation distribution function

The innovation distribution function in the ARMA model with trend is estimated by the kernel distribution estimator (KDE). The KDE is shown to converge weakly to a Gaussian process with certain covariance structure, yielding a simultaneous confidence band (SCB) for the innovation distribution functi...

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Vydané v:	Statistical papers (Berlin, Germany) Ročník 66; číslo 5; s. 120
Hlavný autor:	Zhong, Chen
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Berlin/Heidelberg Springer Berlin Heidelberg 01.08.2025 Springer Nature B.V
Predmet:	Air temperature Asymptotic methods Asymptotic properties Distribution functions Economic Theory/Quantitative Economics/Mathematical Methods Economics Efficiency Finance Gaussian process Goodness of fit Innovations Insurance Management Mathematics and Statistics Operations Research/Decision Theory Probability Theory and Stochastic Processes Regular Article Specifications Statistical inference Statistical methods Statistical tests Statistics Statistics for Business Time series 62G05 62M10 Gaussian process Goodness-of-fit test Kernel distribution estimator Simultaneous confidence band B-spline 62F03
ISSN:	0932-5026, 1613-9798
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Abstract	The innovation distribution function in the ARMA model with trend is estimated by the kernel distribution estimator (KDE). The KDE is shown to converge weakly to a Gaussian process with certain covariance structure, yielding a simultaneous confidence band (SCB) for the innovation distribution function. Additionally, a goodness-of-fit test statistics for testing whether the trend function belongs to some parametric form is proposed through measuring the difference between the nonparametric and parametric residuals via the KDE of innovation distribution function. The asymptotic distribution of the test statistics under the null is developed and the asymptotic power against local alternatives is examined as well. Bootstrap methods are employed to implement the trend specification test and work well in the numerical studies. The proposed theory is illustrated by two data sets including spot price returns and global air temperature data.
AbstractList	The innovation distribution function in the ARMA model with trend is estimated by the kernel distribution estimator (KDE). The KDE is shown to converge weakly to a Gaussian process with certain covariance structure, yielding a simultaneous confidence band (SCB) for the innovation distribution function. Additionally, a goodness-of-fit test statistics for testing whether the trend function belongs to some parametric form is proposed through measuring the difference between the nonparametric and parametric residuals via the KDE of innovation distribution function. The asymptotic distribution of the test statistics under the null is developed and the asymptotic power against local alternatives is examined as well. Bootstrap methods are employed to implement the trend specification test and work well in the numerical studies. The proposed theory is illustrated by two data sets including spot price returns and global air temperature data.
ArticleNumber	120
Author	Zhong, Chen
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Snippet	The innovation distribution function in the ARMA model with trend is estimated by the kernel distribution estimator (KDE). The KDE is shown to converge weakly...
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SubjectTerms	Air temperature Asymptotic methods Asymptotic properties Distribution functions Economic Theory/Quantitative Economics/Mathematical Methods Economics Efficiency Finance Gaussian process Goodness of fit Innovations Insurance Management Mathematics and Statistics Operations Research/Decision Theory Probability Theory and Stochastic Processes Regular Article Specifications Statistical inference Statistical methods Statistical tests Statistics Statistics for Business Time series
Title	Simultaneous inference and trend specification testing in ARMA model with trend via innovation distribution function
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