Chi-square type goodness-of-fit tests for stationary Gaussian processes
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Publication:1012784
zbMath1160.62344MaRDI QIDQ1012784
Publication date: 22 April 2009
Published in: Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences (Search for Journal in Brave)
Asymptotic properties of parametric estimators (62F12) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes and spectral analysis (62M15) Non-Markovian processes: hypothesis testing (62M07)
Related Items (3)
Statistical inference for stationary linear models with tapered data ⋮ Goodness-of-fit tests for continuous-time stationary processes ⋮ Goodness-of-fit tests for stationary Gaussian processes with tapered data
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