Goodness of fit problem and scanning innovation martingales
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Publication:688385
DOI10.1214/aos/1176349152zbMath0801.62043OpenAlexW2085175585MaRDI QIDQ688385
Publication date: 30 November 1994
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176349152
linear approximationBrownian bridgeFisher informationinnovation processorthogonal projectionsgoodness of fit testsexamplescontiguous alternativestransformed empirical processasymptotic distribution-free limiting processesfunction-parametric martingalesfunction-parametric processeshistory of goodness of fit theoryincreasing family of projectorsmultiparameter martingalesparametric empirical processprojection transformationprojective estimatorweak convergence result
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