Goodness-of-fit tests for random sequences incorporating several components

DOI10.1515/rose-2017-0001zbMath1360.62440OpenAlexW2583001670MaRDI QIDQ515470

Tetiana O. Ianevych, Viktor Troshki, Yuriy Vasil'ovich Kozachenko

Publication date: 16 March 2017

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose-2017-0001

zbMATH Keywords

asymptotic propertiestime seriescovariance functionexpectationgoodness-of-fit testestimatorsrandom sequencesquare Gaussian random variable

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Stationary stochastic processes (60G10) Non-Markovian processes: hypothesis testing (62M07)

Related Items

On test for checking hypothesis on expectation and covariance function of stochastic process, Goodness-of-fit tests for random sequences incorporating several components

Cites Work

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