Goodness of fit tests for spectral distributions

DOI10.1214/aos/1176349153zbMath0779.62083OpenAlexW2047109734MaRDI QIDQ688386

T. W. Anderson

Publication date: 19 January 1994

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176349153

zbMATH Keywords

inequalitiestime seriesGaussian processesempirical processesBrownian bridgemonotonic transformationFredholm determinantautocorrelationsKolmogorov-Smirnov testspectral distribution functiontests of independencestationary stochastic processcharacteristic function of the Cramer-von Mises statisticflat spectrumlimiting distributions of goodness of fit criteria

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15) Inference from stochastic processes and spectral analysis (62M15)

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