Abstract
We discuss goodness-of-fit tests for stationary ergodic processes based on limit theorems for marked empirical processes viewed as elements of an $L^{2}$ 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.
Citation
Koji Tsukuda. Yoichi Nishiyama. "Weak convergence of marked empirical processes in a Hilbert space and its applications." Electron. J. Statist. 14 (2) 3914 - 3938, 2020. https://doi.org/10.1214/20-EJS1761
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