Bahadur exact slopes of some tests for spectral densities

DOI10.1080/10485250500207299zbMath1079.62090OpenAlexW2170887160MaRDI QIDQ5712074

Yoshihide Kakizawa

Publication date: 22 December 2005

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250500207299

zbMATH Keywords

Toeplitz matrixlarge deviationsBahadur exact slopespectral densityGaussian stationary processcumulative periodogram

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and spectral analysis (62M15) Large deviations (60F10)

Related Items

Moderate deviations for quadratic forms in Gaussian stationary processes

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