Goodness of fit tests for spectral distributions (Q688386)

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scientific article; zbMATH DE number 444784
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    Goodness of fit tests for spectral distributions
    scientific article; zbMATH DE number 444784

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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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