A test for a hypothesis on the correlation function of Gaussian random processes

DOI10.1007/BF02367991zbMath0839.62082MaRDI QIDQ4852824

L. F. Kozachenko, Yuriy Vasil'ovich Kozachenko

Publication date: 12 May 1996

Published in: Journal of Mathematical Sciences (Search for Journal in Brave)

Mathematics Subject Classification ID

Non-Markovian processes: hypothesis testing (62M07)

Related Items (2)

A criterion for testing hypotheses about the covariance function of a stationary Gaussian stochastic process ⋮ A new criterion for testing hypothesis about the covariance function of the homogeneous and isotropic random field

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