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

DOI10.1080/03610926.2020.1749280MaRDI QIDQ5079237zbMATH OpenOpenAlexFDO

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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• A criterion for testing hypotheses about the covariance function of a Gaussian stationary process
• An \(L_p\)-criterion for testing a hypothesis about the covariance function of a random sequence
• Construction of a criterion for testing hypothesis about covariance function of a stationary Gaussian stochastic process with unknown mean
• Goodness-of-fit tests for random sequences incorporating several components
• Simulation of stochastic processes with given accuracy and reliability

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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