A criterion for testing hypotheses about the covariance function of a Gaussian stationary process
zbMATH Open1097.62077MaRDI QIDQ5488428FDOQ5488428
Authors: Tetyana V. Fedoryanych, Yu. V. Kozachenko 
Publication date: 19 September 2006
Full work available at URL: http://www.ams.org/tpms/2004-69-00/S0094-9000-05-00616-2/home.html
Recommendations
hypothesis testcovariance functionquadratic formGaussian stochastic processGaussian random variables
Gaussian processes (60G15) Markov processes: hypothesis testing (62M02) Non-Markovian processes: hypothesis testing (62M07) Stationary stochastic processes (60G10)
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- A random-projection based test of Gaussianity for stationary processes
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- A test for the independence of two Gaussian processes
- A criterion of hypothesis testing for the covariance function of Gaussian stochastic processes
- A statistical test for the hypothesis of Gaussian random function
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- Goodness-of-fit tests for random sequences incorporating several components
- On test for checking hypothesis on expectation and covariance function of stochastic process
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