Statistical hypothesis testing for the shape of impulse response function

DOI10.1080/03610926.2017.1321125MaRDI QIDQ4634831zbMATH OpenOpenAlexFDO

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

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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• Asymptotic normality of cross-correlogram estimates of the response function
• Large deviation probabilities for square-Gaussian stochastic processes
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• On asymptotic behaviour of cross-correlogram estimators of response functions in linear Volterra systems
• On cross-correlogram estimators of the response function in continuous linear systems from discrete observations
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• Square-Gaussian stochastic processes

Cited in

(7)

• scientific article; zbMATH DE number 1513343 (Why is no real title available?)
• 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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