Slowly Decaying Correlations, Testing Normality, Nuisance Parameters (Q3984607)

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Slowly Decaying Correlations, Testing Normality, Nuisance Parameters
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    27 June 1992
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    serial correlations
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    goodness-of-fit tests
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    simple null hypothesis
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    nuisance parameters
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    composite null hypothesis
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    testing normality
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    limit theorems
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    correction terms
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    rates of convergence
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    simulations
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    fractional Gaussian noise
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    Hermite polynomial
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    long-range dependence
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    unsuspected correlations
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    stationary Gaussian process
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    Kolmogorov-Smirnov test
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    Slowly Decaying Correlations, Testing Normality, Nuisance Parameters (English)
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