Michael H. Neumann
(Technische Universität Braunschweig)

``Tests of time series models''

We propose a new method of testing time series models which is based on the
difference between a model-based and a fully nonparametric estimate of the
transition probabilities. An appropriate critical value is found by the bootstrap.
(This talk is based on joint work with E. Paparoditis, University of Cyprus,
Nicosia.)