On Testing Hypotheses in the Sliding Average Scheme by the Kolmogorov–Smirnov and $\omega ^2 $ Tests

DOI10.1137/1134087zbMath0731.62138OpenAlexW1987423101MaRDI QIDQ3357394

Mikhaĭl Vasil'evich Boldin

Publication date: 1989

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1134087

zbMATH Keywords

Brownian bridgemoving averagesnonzero meanKolmogorov-Smirnov testszero meanomega-square testssliding average processes

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Non-Markovian processes: hypothesis testing (62M07)

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Estimating the Error Distribution in a Single-Index Model ⋮ Estimating linear functionals of the error distribution in nonparametric regression ⋮ Asymptotics of the \(L_p\)-norms of density estimators in the first-order autoregressive models. ⋮ Prediction in moving average processes ⋮ High Moment Partial Sum Processes of Residuals in ARMA Models and their Applications ⋮ Fitting an error distribution in some heteroscedastic time series models ⋮ Asymptotics of the \(L_p\)-norms of density estimators in the first-order autoregressive models. ⋮ Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models

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