A criterion for testing hypotheses about the covariance function of a Gaussian stationary process
From MaRDI portal
Publication:5488428
Recommendations
Cited in
(14)- scientific article; zbMATH DE number 1336736 (Why is no real title available?)
- scientific article; zbMATH DE number 1403119 (Why is no real title available?)
- A random-projection based test of Gaussianity for stationary processes
- A criterion of hypothesis testing for the covariance function of Gaussian stochastic processes
- A test for the independence of two Gaussian processes
- A statistical test for the hypothesis of Gaussian random function
- scientific article; zbMATH DE number 1516543 (Why is no real title available?)
- The criterion of hypothesis testing on the covariance function of a Gaussian stochastic process
- Construction of a criterion for testing hypothesis about covariance function of a stationary Gaussian stochastic process with unknown mean
- On test for checking hypothesis on expectation and covariance function of stochastic process
- Un test d'auto-similarité pour les processus gaussiens à accroissements stationnaires
- Goodness-of-fit tests for random sequences incorporating several components
- scientific article; zbMATH DE number 2118582 (Why is no real title available?)
- scientific article; zbMATH DE number 2169745 (Why is no real title available?)
This page was built for publication: A criterion for testing hypotheses about the covariance function of a Gaussian stationary process
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5488428)
