scientific article; zbMATH DE number 2169198

MaRDI QIDQ4675387zbMATH OpenFDO

Authors Tetyana V. Fedoryanych

Publication date 20 May 2005

zbMATH Keywords

Gaussian stationary stochastic processessquare-Gaussian random variables

Mathematics Subject Classification ID

Non-Markovian processes: hypothesis testing (62M07) Non-Markovian processes: estimation (62M09)

Cited in

(8)

• Estimation of the correlogram for a stationary Gaussian process by random clipping
• A new criterion for testing hypothesis about the covariance function of the homogeneous and isotropic random field
• scientific article; zbMATH DE number 3862141 (Why is no real title available?)
• scientific article; zbMATH DE number 1204367 (Why is no real title available?)
• On the properties of an empirical correlogram of a Gaussian process with square integrable spectral density
• Construction of a criterion for testing hypothesis about covariance function of a stationary Gaussian stochastic process with unknown mean
• Large deviation for the empirical correlation coefficient of two Gaussian random variables
• On correlation function methods for detecting the stochastic transition

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