Testing of two-dimensional Gaussian processes by sample cross-covariance function

DOI10.1063/5.0141262zbMATH Open1539.6004MaRDI QIDQ6550005

Janusz Gajda, Aleksandra Grzesiek, Katarzyna Maraj-Zygmąt, Grzegorz Sikora, Agnieszka Wyłomańska

Publication date: 4 June 2024

Published in: Chaos (Search for Journal in Brave)

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Hypothesis testing in multivariate analysis (62H15) Fractional processes, including fractional Brownian motion (60G22)

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