Fourier approach to goodness-of-fit tests for Gaussian random processes

DOI10.1007/s00362-023-01510-4zbMATH Open1541.62402MaRDI QIDQ6581307

Zdeněk Hlávka, Daniel Hlubinka, Viktor Dolník, Petr Čoupek

Publication date: 30 July 2024

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

Gaussian processesgoodness-of-fit testcharacteristic functionalfunctional data

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Functional data analysis (62R10) Fractional processes, including fractional Brownian motion (60G22)

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