A note on testing hypotheses for stationary processes in the frequency domain

DOI10.1016/j.jmva.2011.07.002zbMath1236.62101OpenAlexW2145513666MaRDI QIDQ643297

Thimo Hildebrandt, Dette, Holger

Publication date: 28 October 2011

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2011.07.002

zbMATH Keywords

goodness-of-fit testskernel estimatesmoothed periodogramweak convergence under the alternative

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Inference from stochastic processes and spectral analysis (62M15)

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