Characteristic function-based hypothesis tests under weak dependence
نویسندگان
چکیده
منابع مشابه
Characteristic function-based goodness-of-fit tests under weak dependence
In this article we propose two consistent hypothesis tests of L2-type for weakly dependent observations based on the empirical characteristic function. We consider a symmetry test and a goodness-of-fit test for the marginal distribution of a time series. The asymptotic behaviour under the null as well as under fixed and certain local alternatives are investigated. Since the limit distributions ...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2012
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2012.02.003