Taniguchi, Masanobu; Puri, Madan L.; Kondo, Masao - In: Journal of Multivariate Analysis 56 (1996) 2, pp. 259-283
Suppose that {z(t)} is a non-Gaussian vector stationary process with spectral density matrixf([lambda]). In this paper we consider the testing problemH:Â [integral operator][pi]-[pi]Â K{f([lambda])}Â d[lambda]=cagainstA:Â [integral operator][pi]-[pi]Â K{f([lambda])}Â d[lambda][not...
