Hypothesis Testing for Multidimensional Gaussian Process

DOI10.1137/1137032MaRDI QIDQ4007626zbMATH OpenOpenAlexFDO

Authors P. Ibarolla, Ricardo Vélez Ibarrola

Publication date 27 September 1992

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1137032

zbMATH Keywords

expectation functionknown correlation functionmultidimensional Gaussian processsequence of estimators

Mathematics Subject Classification ID

Non-Markovian processes: hypothesis testing (62M07) Non-Markovian processes: estimation (62M09)

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Cited in

(3)

• Optimum test planning for heterogeneous inverse Gaussian processes
• Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests
• Testing and Confidence estimation of the Mean of a multidimensional Gaussian Process

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