Goodness-of-fit tests for random sequences incorporating several components
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Publication:515470
DOI10.1515/rose-2017-0001zbMath1360.62440OpenAlexW2583001670MaRDI QIDQ515470
Tetiana O. Ianevych, Viktor Troshki, Yuriy Vasil'ovich Kozachenko
Publication date: 16 March 2017
Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/rose-2017-0001
asymptotic propertiestime seriescovariance functionexpectationgoodness-of-fit testestimatorsrandom sequencesquare Gaussian random variable
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Stationary stochastic processes (60G10) Non-Markovian processes: hypothesis testing (62M07)
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On test for checking hypothesis on expectation and covariance function of stochastic process, Goodness-of-fit tests for random sequences incorporating several components
Cites Work
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