Testing the covariance function of stationary Gaussian random fields

DOI10.1016/J.SPL.2011.11.014zbMATH Open1237.62104OpenAlexW2032451109MaRDI QIDQ419190FDOQ419190

Authors: 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

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zbMATH Keywords

stationarityGaussian random fieldsEuler characteristicperiodogramdifferential topology

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Applications of statistics in engineering and industry; control charts (62P30) Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: hypothesis testing (62M07) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

• Correlation theory of stationary and related random functions. Volume I: Basic results
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• Random Fields and Geometry
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• A note on the higher moments of the Euler characteristic of the excursion sets of random fields
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• Asymptotic properties of the periodogram of a discrete stationary process
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• Testing lack of symmetry in spatial-temporal processes
• Asymptotic properties of discrete Fourier transforms for spatial data

Cited In (7)

• Title not available (Why is that?)
• Second-order comparison of Gaussian random functions and the geometry of DNA minicircles
• Construction of a criterion for testing hypothesis about covariance function of a stationary Gaussian stochastic process with unknown mean
• A random-projection based test of Gaussianity for stationary processes
• Hypothesis testing for the smoothness parameter of Matérn covariance model on a regular grid
• On the Estimation of Integrated Covariance Functions of Stationary Random Fields
• A statistical test for the hypothesis of Gaussian random function

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