Goodness-of-fit tests in long-range dependent processes under fixed alternatives

DOI10.1051/ps/2012006zbMath1284.62524OpenAlexW2153209118MaRDI QIDQ5408500

Kemal Sen, Dette, Holger

Publication date: 10 April 2014

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/ps/2012006

zbMATH Keywords

periodogramasymptotic power

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: hypothesis testing (62M07)