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We consider a positive stationary generalized Ornstein–Uhlenbeck process Vt = e−tZ t0es− ds + V0 for t  0,and the increments of the integrated generalized Ornstein–Uhlenbeck process...
We describe and investigate new tests for testing the validity of a semiparametric random-design linear regression model. The tests were introduced in Inglot and Ledwina (2006a, b). We repeat here ...
We investigate the asymptotic behavior of weighted sums of independent standardized random variables with uniformly bounded third moments. The sequence of weights is given by a family of rectangular m...
We investigate the asymptotic behavior of weighted sums of independent standardized random variables with uniformly bounded third moments. The sequence of weights is given by a family of rectangular m...
This paper is concerned with Dempster trace criterion for multivariate linear hypothesis which was proposed for high dimensional situation. First we derive asymptotic null and nonnull distributions of...

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