scientific article; zbMATH DE number 19003

zbMATH Open0735.62043MaRDI QIDQ3976428FDOQ3976428

Authors: Jan Beran, Sucharita Ghosh 

Publication date: 26 June 1992

Title of this publication is not available (Why is that?)

Recommendations

• Goodness-of-fit tests in long-range dependent processes under fixed alternatives
• Distribution free goodness-of-fit tests for linear processes
• Goodness-of-fit testing under long memory
• Testing for a change of the long-memory parameter

zbMATH Keywords

simulationgoodness-of-fit testlocationlimit theoremscomposite hypothesesscalefractional Gaussian noiseHermite expansioncorrection termssimple hypothesesactual levellong- range dependencelag-k correlations

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nonparametric robustness (62G35) Robustness and adaptive procedures (parametric inference) (62F35) Non-Markovian processes: hypothesis testing (62M07)

Cited In (4)

• The effect of dependence on chi-squared and empiric distribution tests of fit
• The change-point problem for dependent observations
• Goodness-of-fit testing under long memory
• Distribution free goodness-of-fit tests for linear processes

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3976428)