Goodness-of-fit tests for stationary Gaussian processes with tapered data
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Publication:2040612
DOI10.1007/s10440-020-00368-0zbMath1469.62349OpenAlexW3110822058MaRDI QIDQ2040612
Publication date: 14 July 2021
Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10440-020-00368-0
periodogramchi-square distributionspectral densitystationary processesgoodness-of-fit testtapered data
Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)
Related Items (4)
Statistical inference for stationary linear models with tapered data ⋮ Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications ⋮ Energy dissipation admissibility condition for conservation law systems admitting singular solutions ⋮ Statistical estimation for stationary models with tapered data
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