Martingale Approach in the Theory of Goodness-of-Fit Tests
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Publication:133698
DOI10.1137/1126027zbMath0481.60055OpenAlexW2048326699MaRDI QIDQ133698
E. V. Khmaladze, Estate V. Khmaladze
Publication date: January 1982
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1126027
Doob-Meyer decompositionsemimartingaleparametric empirical processdistribution-free asymptotic theory
Nonparametric estimation (62G05) Point estimation (62F10) Brownian motion (60J65) Generalizations of martingales (60G48)
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