Pages that link to "Item:Q1012784"
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The following pages link to Chi-square type goodness-of-fit tests for stationary Gaussian processes (Q1012784):
Displaying 8 items.
- Goodness of fit tests for spectral distributions (Q688386) (← links)
- Testing that a stationary time series is Gaussian (Q1102680) (← links)
- Goodness-of-fit tests for continuous-time stationary processes (Q1795470) (← links)
- Goodness-of-fit tests for stationary Gaussian processes with tapered data (Q2040612) (← links)
- Statistical inference for stationary linear models with tapered data (Q2154983) (← links)
- Sign invariance in goodness-of-fit test for time series (Q2742776) (← links)
- ON THE ASYMPTOTIC DISTRIBUTION OF BARTLETT'S U<sub>p</sub>-STATISTIC (Q3738439) (← links)
- χ<sup>2</sup>-Type Goodness of Fit Test Based on Transformed Empirical Processes for Location and Scale Families (Q4420253) (← links)