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

DOI10.1080/03610926.2017.1377253OpenAlexW2752524239MaRDI QIDQ5154098FDOQ5154098

Authors: Viktor Troshki, Yu. V. Kozachenko 

Publication date: 1 October 2021

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

Full work available at URL: https://doi.org/10.1080/03610926.2017.1377253

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zbMATH Keywords

covariance functionstationary Gaussian processestesting hypotheses

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Gaussian processes (60G15) Non-Markovian processes: hypothesis testing (62M07) Inference from stochastic processes and spectral analysis (62M15) Stationary stochastic processes (60G10)

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Cited In (5)

• The criterion of hypothesis testing on the covariance function of a Gaussian stochastic process
• Title not available (Why is that?)
• An \(L_p\)-criterion for testing a hypothesis about the covariance function of a random sequence
• On test for checking hypothesis on expectation and covariance function of stochastic process
• Validating a hypothesis of the form of a correlation function of a stationary random process

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