On test for checking hypothesis on expectation and covariance function of stochastic process

DOI10.1080/03610926.2020.1749280OpenAlexW3016103067MaRDI QIDQ5079237

Viktor Troshki, Tetiana O. Ianevych, Yuriy Vasil'ovich Kozachenko

Publication date: 25 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2020.1749280

zbMATH Keywords

covariance functionstochastic processgoodness-of-fit testsquare Gaussian random variable

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Gaussian processes (60G15) Parametric hypothesis testing (62F03) Statistics (62-XX)

Cites Work

• A criterion for testing hypotheses about the covariance function of a stationary Gaussian stochastic process
• Goodness-of-fit tests for random sequences incorporating several components
• An $L_p$-criterion for testing a hypothesis about the covariance function of a random sequence
• Construction of a criterion for testing hypothesis about covariance function of a stationary Gaussian stochastic process with unknown mean
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