A note on testing hypotheses for stationary processes in the frequency domain

Journal of Multivariate Analysis

Volumn 104, Issue 1, 2012, Pages 101-114

  Dette, Holger ^a   Hildebrandt, Thimo ^a  

^a RUHR UNIVERSITY BOCHUM   (Germany)

Author keywords

Goodness of fit tests; Kernel estimate; Smoothed periodogram; Stationary process; Weak convergence under the alternative

Indexed keywords

EID: 80052273432     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2011.07.002     Document Type: Article

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