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

Koji Tsukuda, Yoichi Nishiyama

研究成果: Article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English
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Published - 2020

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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