Testing the covariance function of stationary Gaussian random fields

DOI10.1016/j.spl.2011.11.014zbMath1237.62104MaRDI QIDQ419190

Ali Reza Taheriyoun

Publication date: 18 May 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.11.014

zbMATH Keywords

Euler characteristic; stationarity; periodogram; Gaussian random fields; differential topology

Mathematics Subject Classification ID

62M40: Random fields; image analysis

62E20: Asymptotic distribution theory in statistics

62P30: Applications of statistics in engineering and industry; control charts

62M15: Inference from stochastic processes and spectral analysis

62M07: Non-Markovian processes: hypothesis testing

Related Items

Construction of a criterion for testing hypothesis about covariance function of a stationary Gaussian stochastic process with unknown mean

Cites Work

• Unnamed Item
• Unnamed Item
• Testing lack of symmetry in spatial-temporal processes
• Asymptotic properties of discrete Fourier transforms for spatial data
• A note on the higher moments of the Euler characteristic of the excursion sets of random fields
• Level crossings for random fields
• Correlation theory of stationary and related random functions. Volume I: Basic results
• A formal test for nonstationarity of spatial stochastic processes
• Testing equality of stationary autocovariances
• TESTS FOR COMPARING TWO ESTIMATED SPECTRAL DENSITIES
• Random Fields and Geometry
• Asymptotic properties of the periodogram of a discrete stationary process
• Some asymptotic properties of a two-dimensional periodogram