Annika Lang, Christoph Schwab, ISOTROPIC GAUSSIAN RANDOM FIELDS ON THE SPHERE: REGULARITY, FAST SIMULATION AND STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS, The Annals of Applied Probability, Vol. 25, No ...

A statistical test for the hypothesis of over-identification of the single equation can be based on the characteristic root associated with the vector of point estimates (Theorem 2) or on the ...