Weak convergence of marked empirical processes in a hilbert space and its applications

Koji Tsukuda, Yoichi Nishiyama

研究成果: Contribution to journalArticle査読

抄録

We discuss goodness-of-fit tests for stationary ergodic processes based on limit theorems for marked empirical processes viewed as elements of an L2 space. Our limit theorems cover a weighted process that enables an Anderson–Darling-type test statistic for the goodness-of-fit tests to be proposed. The procedures presented for these goodness-of-fit tests are novel.

本文言語英語
ページ(範囲)3914-3938
ページ数25
ジャーナルElectronic Journal of Statistics
14
2
DOI
出版ステータス出版済み - 2020

All Science Journal Classification (ASJC) codes

  • 統計学および確率
  • 統計学、確率および不確実性

フィンガープリント

「Weak convergence of marked empirical processes in a hilbert space and its applications」の研究トピックを掘り下げます。これらがまとまってユニークなフィンガープリントを構成します。

引用スタイル