Goodness-of-Fit Test for Non-Stationary and Strongly Dependent Samples
نویسندگان
چکیده
In this article we improve a goodness-of-fit test, of the Kolmogorov-Smirnov type, for equally distributed- but not stationary-strongly dependent data. The test is based on asymptotic behavior empirical process, which much more complex than in classical case. Applications to simulated data and discussion obtained results are provided. This is, best our knowledge, first result providing general goodness fit non-weakly
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ژورنال
عنوان ژورنال: Advances in Pure Mathematics
سال: 2023
ISSN: ['2160-0368', '2160-0384']
DOI: https://doi.org/10.4236/apm.2023.135016