Statistical hypothesis testing for the shape of impulse response function

DOI10.1080/03610926.2017.1321125zbMATH Open1462.62130OpenAlexW2608016266MaRDI QIDQ4634831FDOQ4634831

Authors: Iryna Rozora 

Publication date: 11 April 2018

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2017.1321125

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zbMATH Keywords

rate of convergenceimpulse response functionlarge-deviation probabilitycross-correlogramcriterion for testing hypothesis

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Large deviations (60F10) Gaussian processes (60G15)

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Cited In (7)

• Title not available (Why is that?)
• On statistical properties of the estimator of impulse response function
• On the modeling of linear system input stochastic processes with given accuracy and reliability
• Construction of the Karhunen-Loève model for an input Gaussian process in a linear system by using the output process
• Conditions for the sample continuity with probability one for square-Gaussian stochastic processes
• On cross-correlogram IRF’s estimators of two-output systems in spaces of continuous functions
• Estimation of impulse response functions in two-output systems

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