Modified cramer-von mises goodness-of-fit tests for spectral distribution functions
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Publication:4085100
DOI10.1080/17442507508833116zbMath0322.62050MaRDI QIDQ4085100
Publication date: 1975
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442507508833116
62G10: Nonparametric hypothesis testing
62M15: Inference from stochastic processes and spectral analysis
Cites Work
- Tests for change of parameter at unknown times and distributions of some related functionals on Brownian motion
- The Asymptotic Behavior of an Estimate for the Spectral Function of a Stationary Gaussian Process
- On Estimation of the Spectral Function of a Stationary Gaussian Process
- Limit Processes for Co-Spectral and Quadrature Spectral Distribution Functions
- Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
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