Displaying similar documents to “Investigation of periodicity for dependent observations”

Improvement of Fisher's test of periodicity

Tomáš Cipra (1983)

Aplikace matematiky

Similarity:

Fisher's test of periodicity in time series and Siegel's version of this test for compound periodicities are investigated in the paper. An improvement increasing the power of the test is suggested and demonstrated by means of numerical simulations.

Goodness-of-fit test for long range dependent processes

Gilles Fay, Anne Philippe (2010)

ESAIM: Probability and Statistics

Similarity:

In this paper, we make use of the information measure introduced by Mokkadem (1997) for building a goodness-of-fit test for long-range dependent processes. Our test statistic is performed in the frequency domain and writes as a non linear functional of the normalized periodogram. We establish the asymptotic distribution of our statistic under the null hypothesis. Under specific alternative hypotheses, we prove that the power converges to one. The performance of our test procedure is illustrated...

The behavior of locally most powerful tests

Marek Omelka (2005)

Kybernetika

Similarity:

The locally most powerful (LMP) tests of the hypothesis H : θ = θ 0 against one-sided as well as two-sided alternatives are compared with several competitive tests, as the likelihood ratio tests, the Wald-type tests and the Rao score tests, for several distribution shapes and for location, shape and vector parameters. A simulation study confirms the importance of the condition of local unbiasedness of the test, and shows that the LMP test can sometimes dominate the other tests only in a very restricted...