Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Goodness-of-fit tests for Markovian time series models: Central limit
  theory and bootstrap approximations   New goodness-of-fit tests for Markovian models in time series analysis are
developed which are based on the difference between a fully nonparametric
estimate of the one-step transition distribution function of the observed
process and that of the model class postulated under the null hypothesis. The
model specification under the null allows for Markovian models, the transition
mechanisms of which depend on an unknown vector of parameters and an
unspecified distribution of i.i.d. innovations. Asymptotic properties of the
test statistic are derived and the critical values of the test are found using
appropriate bootstrap schemes. General properties of the bootstrap for
Markovian processes are derived. A new central limit theorem for triangular
arrays of weakly dependent random variables is obtained. For the proof of
stochastic equicontinuity of multidimensional empirical processes, we use a
simple approach based on an anisotropic tiling of the space. The finite-sample
behavior of the proposed test is illustrated by some numerical examples and a
real-data application is given.

22
The categories of this paper are: chao-dyn
7
The categories of this paper are: hep-th
26
The categories of this paper are: bayes-an
17
The categories of this paper are: q-fin
8
The categories of this paper are: hep-ex
14
The categories of this paper are: math-ph
29
The categories of this paper are: funct-an
9
The categories of this paper are: nlin
10
The categories of this paper are: q-bio
1
The categories of this paper are: cs
20
The categories of this paper are: acc-phys
19
The categories of this paper are: eess
37
The categories of this paper are: supr-con
21
The categories of this paper are: adap-org
24
The categories of this paper are: dg-ga
13
The categories of this paper are: quant-ph