Weak convergence of marked empirical processes in a hilbert space and its applications

Koji Tsukuda, Yoichi Nishiyama

    Research output: Contribution to journalArticlepeer-review

    Abstract

    We discuss goodness-of-fit tests for stationary ergodic processes based on limit theorems for marked empirical processes viewed as elements of an L2 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.

    Original languageEnglish
    Pages (from-to)3914-3938
    Number of pages25
    JournalElectronic Journal of Statistics
    Volume14
    Issue number2
    DOIs
    Publication statusPublished - 2020

    All Science Journal Classification (ASJC) codes

    • Statistics and Probability
    • Statistics, Probability and Uncertainty

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