A Goodness-of-fit test for marginal distribution of linear random fields with long memory

Abstract

This paper addresses the problem of fitting a known distribution function to the marginal distribution of a stationary long memory moving average random field observed on increasing ν-dimensional “cubic” domains when its mean μ and scale σ are known or unknown. Using two suitable estimators of μ and a classical estimate of σ, a modification of the… (More)

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Cite this paper

@inproceedings{Koul2015AGT, title={A Goodness-of-fit test for marginal distribution of linear random fields with long memory}, author={Hira L. Koul and Nao Mimoto and Donatas Surgailis}, year={2015} }