Taheriyoun, Ali Reza - In: Statistics & Probability Letters 82 (2012) 3, pp. 606-613
In many problems, a specific function like h(⋅) is considered as the covariance function. Based on the asymptotic distribution of the periodogram and Euler characteristic, three methods are introduced to test the equality of the covariance function with h(⋅). Our analyses prove the accuracy...