scientific article; zbMATH DE number 5055404
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Publication:5488428
zbMath1097.62077MaRDI QIDQ5488428
Tetyana V. Fedoryanych, Yuriy Vasil'ovich Kozachenko
Publication date: 19 September 2006
Full work available at URL: http://www.ams.org/tpms/2004-69-00/S0094-9000-05-00616-2/home.html
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
covariance functionquadratic formhypothesis testGaussian random variablesGaussian stochastic process
Gaussian processes (60G15) Stationary stochastic processes (60G10) Non-Markovian processes: hypothesis testing (62M07) Markov processes: hypothesis testing (62M02)
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A criterion for testing hypotheses about the covariance function of a stationary Gaussian stochastic process ⋮ On test for checking hypothesis on expectation and covariance function of stochastic process ⋮ Construction of a criterion for testing hypothesis about covariance function of a stationary Gaussian stochastic process with unknown mean ⋮ Goodness-of-fit tests for random sequences incorporating several components
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