ADEQUACY OF ASYMPTOTIC THEORY FOR GOODNESS-OF-FIT CRITERIA FOR SPECTRAL DISTRIBUTIONS

DOI10.1111/j.1467-9892.1996.tb00292.xzbMath0873.62019OpenAlexW2121329161MaRDI QIDQ4337817

Linfeng You, T. W. Anderson

Publication date: 4 November 1997

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1996.tb00292.x

zbMATH Keywords

simulationempirical distributionsKolmogorov-Smirnov statisticsAnderson-Darling statisticCramer-von Mises statisticasymptotic tables

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Monte Carlo methods (65C05) Statistical tables (62Q05)

Related Items (2)

Testing the martingale restriction for option implied densities ⋮ Spectral tests of the martingale hypothesis under conditional heteroscedasticity

Cites Work

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• Distribution of the Anderson-Darling Statistic
• Table for Estimating the Goodness of Fit of Empirical Distributions
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes

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