Goodness-of-fit tests for continuous-time stationary processes

DOI10.3103/S1068362318030081zbMath1401.62185OpenAlexW2884796433MaRDI QIDQ1795470

Mamikon S. Ginovyan

Publication date: 16 October 2018

Published in: Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1068362318030081

zbMATH Keywords

periodogramchi-square distributionspectral densitygoodness-of-fit testcontinuous-time stationary process

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)

Related Items (1)

Statistical inference for stationary linear models with tapered data

Cites Work

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• Chi-square type goodness-of-fit tests for stationary Gaussian processes
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• On Toeplitz type quadratic functionals of stationary Gaussian processes
• Asymptotic properties of spectrum estimate of stationary Gaussian processes
• On a Modification of the Standard Statistics of Pearson
• On the Estimation of the Spectral Parameters of a Gaussian Stationary Process with Rational Spectral Density
• Certain Chi-Square Type Tests for Continuous Distributions
• The Use of Maximum Likelihood Estimates in $\chi^2$ Tests for Goodness of Fit

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