scientific article; zbMATH DE number 599043

MaRDI QIDQ4297334zbMATH OpenFDO

Authors Abdelkader Mokkadem

Publication date 3 July 1994

zbMATH Keywords

rate of convergencetime seriesnull hypothesiscomparing two spectral densitiesgeneralization of the sphericity testnon-null hypothesistest for white noise

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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Cited in

(9)

• Testing for superiority among two time series
• Moment bounds and central limit theorem for functions of Gaussian vectors
• A measure of information and its applications to test for randomness against ARMA alternatives and to goodness-of-fit test
• Generalised likelihood ratio tests for spectral density
• A use of the Stein-Chen method in time series analysis
• A posteriori tests to validate dimension estimates from time series
• Universal codes as a basis for time series testing
• Testing discrete-valued time series for whiteness
• A spectral density test for whiteness

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