Goodness-of-fit tests in long-range dependent processes under fixed alternatives
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Publication:5408500
DOI10.1051/ps/2012006zbMath1284.62524OpenAlexW2153209118MaRDI QIDQ5408500
Publication date: 10 April 2014
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1051/ps/2012006
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: hypothesis testing (62M07)