Pages that link to "Item:Q2248051"
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The following pages link to The criterion of hypothesis testing on the covariance function of a Gaussian stochastic process (Q2248051):
Displaying 8 items.
- Averaged deviations of Orlicz processes and majorizing measures (Q343050) (← links)
- Testing that a Gaussian process is stationary (Q1107939) (← links)
- Exact tests for the means of Gaussian stochastic processes (Q2406811) (← links)
- Construction of a criterion for testing hypotheses about the covariance function of a Gaussian homogeneous isotropic field (Q2737033) (← links)
- An \(L_p\)-criterion for testing a hypothesis about the covariance function of a random sequence (Q2817061) (← links)
- (Q4258817) (← links)
- A statistical test for the hypothesis of Gaussian random function (Q4579985) (← links)
- Construction of a criterion for testing hypothesis about covariance function of a stationary Gaussian stochastic process with unknown mean (Q5154098) (← links)
