Pages that link to "Item:Q341087"
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The following pages link to A criterion for testing hypotheses about the covariance function of a stationary Gaussian stochastic process (Q341087):
Displaying 17 items.
- (Q500238) (redirect page) (← links)
- A simple proof of the restricted isometry property for random matrices (Q1039884) (← links)
- Uniform uncertainty principle for Bernoulli and subgaussian ensembles (Q1039886) (← links)
- Validating a hypothesis of the form of a correlation function of a stationary random process (Q1582847) (← links)
- A random-projection based test of Gaussianity for stationary processes (Q1623481) (← links)
- The criterion of hypothesis testing on the covariance function of a Gaussian stochastic process (Q2248051) (← links)
- On the strong restricted isometry property of Bernoulli random matrices (Q2315024) (← links)
- Restricted isometry property for random matrices with heavy-tailed columns (Q2450279) (← links)
- Restricted isometry property for matrices whose entries are random variables belonging to some Orlicz spaces \(L_U(\Omega)\) (Q2786959) (← links)
- An \(L_p\)-criterion for testing a hypothesis about the covariance function of a random sequence (Q2817061) (← links)
- A new criterion for testing hypothesis about the covariance function of the homogeneous and isotropic random field (Q2942079) (← links)
- (Q4258817) (← links)
- The Restricted Isometry Property for Banded Random Matrices (Q4579479) (← links)
- A statistical test for the hypothesis of Gaussian random function (Q4579985) (← links)
- On test for checking hypothesis on expectation and covariance function of stochastic process (Q5079237) (← links)
- Construction of a criterion for testing hypothesis about covariance function of a stationary Gaussian stochastic process with unknown mean (Q5154098) (← links)
- The Restricted Isometry Property of Subsampled Fourier Matrices (Q5278293) (← links)
