Construction of a criterion for testing hypothesis about covariance function of a stationary Gaussian stochastic process with unknown mean

DOI10.1080/03610926.2017.1377253OpenAlexW2752524239MaRDI QIDQ5154098

Viktor Troshki, Yuriy Vasil'ovich Kozachenko

Publication date: 1 October 2021

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

Full work available at URL: https://doi.org/10.1080/03610926.2017.1377253

zbMATH Keywords

covariance functionstationary Gaussian processestesting hypotheses

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Gaussian processes (60G15) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) Non-Markovian processes: hypothesis testing (62M07)

Related Items (1)

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

Cites Work

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