Fourier approach to goodness-of-fit tests for Gaussian random processes

DOI10.1007/S00362-023-01510-4MaRDI QIDQ6581307zbMATH OpenFDO

Authors Petr Čoupek, Viktor Dolník, Zdeňek Hlávka, Daniel Hlubinka

Publication date 30 July 2024

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S00362-023-01510-4

zbMATH Keywords

characteristic functionalfunctional dataGaussian processesgoodness-of-fit test

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Functional data analysis (62R10)

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Cited in

(3)

• Non-parametric testing of time reversibility in functional data
• A goodness-of-fit test for geometric Brownian motion
• A symmetry test for functional data via the empirical characteristic functional

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