ON THE ASYMPTOTIC DISTRIBUTION OF BARTLETT'S U<sub>p</sub>-STATISTIC (Q3738439)

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ON THE ASYMPTOTIC DISTRIBUTION OF BARTLETT'S U<sub>p</sub>-STATISTIC
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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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