Testing of hypotheses about the dispersion of nonstationary white Gaussian noise

DOI10.1007/BF02766524MaRDI QIDQ1582845zbMATH OpenOpenAlexFDO

Authors E. E. Zmeeva, A. F. Terpugov

Publication date 31 July 2001

Published in Russian Physics Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02766524

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Non-Markovian processes: hypothesis testing (62M07)

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• Experimentation with heteroskedastic noise
• Linear filtration of the power of a nonstationary, Gaussian white noise

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