Testing and Confidence estimation of the Mean of a multidimensional Gaussian Process

DOI10.1080/02331880213191MaRDI QIDQ3153644zbMATH OpenOpenAlexFDO

Authors Ricardo Vélez Ibarrola, Pilar Ibarrola Muñoz

Publication date 2 February 2003

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331880213191

zbMATH Keywords

Gaussian processesinvariancenuisance parameterpartial sufficiency

Mathematics Subject Classification ID

Sequential estimation (62L12) Non-Markovian processes: hypothesis testing (62M07)

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Cites work

• scientific article; zbMATH DE number 3842849 (Why is no real title available?)
• scientific article; zbMATH DE number 3456238 (Why is no real title available?)
• scientific article; zbMATH DE number 3393603 (Why is no real title available?)
• On partial sufficiency: A review
• On sequential estimation of the mean of a multidimensional gaussian process

Cited in

(10)

• Generalized inferences about the mean vector of several multivariate Gaussian processes
• Hypothesis Testing for Multidimensional Gaussian Process
• Testing of two-dimensional Gaussian processes by sample cross-covariance function
• Approximations and time-discretization in testing one-sided hypotheses for the mean of a Gaussian process
• Hypotheses testing for multidimensional Gaussian process
• Generalized \(p\) value for multivariate Gaussian stochastic processes in continuous time
• Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests
• On Behrens-Fisher problem for continuous time Gaussian processes
• scientific article; zbMATH DE number 773968 (Why is no real title available?)
• scientific article; zbMATH DE number 5912506 (Why is no real title available?)

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