Testing hypotheses about the type of the correlation function (Q6600526)

This article is devoted to finding a criterion for testing the hypothesis about the form of the correlation function of a centered measurable real Gaussian stationary process with a stable correlation function. The paper continues investigation of the problem initiated by \textit{Yu. V. Kozachenko} and \textit{M. Yu. Petranova}, Nauk. Visn. Uzhgorod. Univ., Ser. Mat. Inform. 31, 2, 90--100 (2017). The main result is the test of the hypothesis that the covariance function of a centered measurable real Gaussian stationary process with a stable correlation function has the form \({\rho}_{\alpha}(\tau) = B^2 \exp \left \{ -d{\vert \tau\vert}^{\alpha}\right \},\) where \(0<\alpha\leq 2,\) \(d>0,\) \(B\in \mathbb{R}.\) For more related results and references see \textit{Y. Kozachenko} et al., Simulation of stochastic processes with given accuracy and reliability. Amsterdam: Elsevier/ISTE Press (2016; Zbl 1376.60004).