On test for checking hypothesis on expectation and covariance function of stochastic process

DOI10.1080/03610926.2020.1749280OpenAlexW3016103067MaRDI QIDQ5079237FDOQ5079237

Authors: Tetiana O. Ianevych, Viktor Troshki, Yu. V. Kozachenko 

Publication date: 25 May 2022

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

Full work available at URL: https://doi.org/10.1080/03610926.2020.1749280

zbMATH Keywords

covariance functiongoodness-of-fit teststochastic processsquare Gaussian random variable

Mathematics Subject Classification ID

Statistics (62-XX) Parametric hypothesis testing (62F03) Nonparametric hypothesis testing (62G10) Gaussian processes (60G15)

Cites Work

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• The restricted isometry property for random matrices with \(\phi\)-subgaussian entries
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• Goodness-of-fit tests for random sequences incorporating several components
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• Simulation of stochastic processes with given accuracy and reliability
• Construction of a criterion for testing hypothesis about covariance function of a stationary Gaussian stochastic process with unknown mean

Cited In (1)

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

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