ADEQUACY OF ASYMPTOTIC THEORY FOR GOODNESS-OF-FIT CRITERIA FOR SPECTRAL DISTRIBUTIONS
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Publication:4337817
DOI10.1111/j.1467-9892.1996.tb00292.xzbMath0873.62019MaRDI QIDQ4337817
Publication date: 4 November 1997
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1996.tb00292.x
simulation; empirical distributions; Kolmogorov-Smirnov statistics; Anderson-Darling statistic; Cramer-von Mises statistic; asymptotic tables
62M15: Inference from stochastic processes and spectral analysis
65C05: Monte Carlo methods
62Q05: Statistical tables
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