The Asymptotic Powers of Certain Tests of Goodness of Fit for Time Series
Journal of the Royal Statistical Society: Series B (Statistical Methodology) · 1958 · Volume 20 · Issue 1
DOI: 10.1111/j.2517-6161.1958.tb00282.x
Abstract
Thedistances, upon which the asymptotic powers of certain goodness of fit tests for stationary time series depend, are expressed in terms of the spectral density functions on the null and alternative hypotheses.
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