Goodness-of-fit testing under long memory (Q993816)

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scientific article
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Goodness-of-fit testing under long memory
scientific article

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    title
    Goodness-of-fit testing under long memory (English)
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    author
    Hira L. Koul
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    Donatas Surgailis
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    publication date
    20 September 2010
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    Mathematics Subject Classification ID
    62M09
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    62M10
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    62G10
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    zbMATH DE Number
    5788982
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    zbMATH Keywords
    moving averages
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    residual empirical process
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    second order expansion
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