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2020 Weak convergence of marked empirical processes in a Hilbert space and its applications
Koji Tsukuda, Yoichi Nishiyama
Electron. J. Statist. 14(2): 3914-3938 (2020). DOI: 10.1214/20-EJS1761

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.

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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

Information

Received: 1 February 2020; Published: 2020
First available in Project Euclid: 22 October 2020

zbMATH: 07270281
MathSciNet: MR4165497
Digital Object Identifier: 10.1214/20-EJS1761

Subjects:
Primary: 62M02
Secondary: 60F05, 60F17, 60G42, 62G10

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Vol.14 • No. 2 • 2020
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