Testing that a Gaussian process is stationary
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Publication:1107939
DOI10.1214/aos/1176351060zbMath0653.62063OpenAlexW2051960495MaRDI QIDQ1107939
Publication date: 1988
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176351060
time seriesasymptotic relative efficiencyempirical characteristic functionchi-squared testhomogeneity of independent processesoptimal score test
Gaussian processes (60G15) Inference from stochastic processes (62M99) Non-Markovian processes: hypothesis testing (62M07)
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