Modified cramer-von mises goodness-of-fit tests for spectral distribution functions

DOI10.1080/17442507508833116zbMATH Open0322.62050OpenAlexW2013741353MaRDI QIDQ4085100FDOQ4085100

Authors: Ian MacNeill 

Publication date: 1975

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442507508833116

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

• Title not available (Why is that?)
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
• Title not available (Why is that?)
• On Estimation of the Spectral Function of a Stationary Gaussian Process
• The Asymptotic Behavior of an Estimate for the Spectral Function of a Stationary Gaussian Process
• Tests for change of parameter at unknown times and distributions of some related functionals on Brownian motion
• Limit Processes for Co-Spectral and Quadrature Spectral Distribution Functions

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