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

被引：0

作者：

Tsukuda, Koji ^{[1
]}

Nishiyama, Yoichi ^{[2
]}

机构：

[1] Kyushu Univ, Fac Math, Nishi Ku, 744 Motooka, Fukuoka, Fukuoka 8190395, Japan

[2] Waseda Univ, Fac Int Res & Educ, Shinjuku Ku, 1-6-1 Nishi Waseda, Tokyo 1698050, Japan

来源：

ELECTRONIC JOURNAL OF STATISTICS | 2020年 / 14卷 / 02期

基金：

日本学术振兴会;

关键词：

Diffusion process; nonlinear time series; goodness-of-fit test; weak convergence in Hilbert space; OF-FIT TESTS; ERGODIC DIFFUSION;

D O I：

10.1214/20-EJS1761

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：3914 / 3938

页数：25

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