Goodness of fit tests for spectral distributions (Q688386)
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English | Goodness of fit tests for spectral distributions |
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Goodness of fit tests for spectral distributions (English)
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19 January 1994
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time series
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Kolmogorov-Smirnov test
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Fredholm determinant
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Gaussian processes
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empirical processes
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flat spectrum
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spectral distribution function
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stationary stochastic process
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autocorrelations
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monotonic transformation
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Brownian bridge
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limiting distributions of goodness of fit criteria
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tests of independence
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characteristic function of the Cramer-von Mises statistic
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inequalities
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