ON THE ASYMPTOTIC DISTRIBUTION OF BARTLETT'S U<sub>p</sub>-STATISTIC (Q3738439)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON THE ASYMPTOTIC DISTRIBUTION OF BARTLETT'S U<sub>p</sub>-STATISTIC |
scientific article |
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ON THE ASYMPTOTIC DISTRIBUTION OF BARTLETT'S U<sub>p</sub>-STATISTIC (English)
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1985
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central limit theorem
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empirical spectral distribution
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periodogram
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data tapers
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Bartlett's test statistic
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stationary time series
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goodness-of- fit test
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Gaussian process
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tied down Brownian motion
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asymptotic distribution
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Sufficient conditions for the weak convergence
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ARMA processes
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estimated innovation sequence
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asymptotically Kolmogorov- Smirnov distribution
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