Nonparametric Approach for Non-Gaussian
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Masanobu Taniguchi; Madan L. Puri; Masao Kondo
📂
Article
📅
1996
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Elsevier Science
🌐
English
⚖ 743 KB
Suppose that [z(t)] is a non-Gaussian vector stationary process with spectral density matrix f (\*). In this paper we consider the testing problem H: ? &? K[ f (\*)] d\*=c against A: ? &? K[ f (\*)] d\*{c, where K[ } ] is an appropriate function and c is a given constant. For this problem we propose