Testing hypotheses about the type of the correlation function

DOI10.24144/2616-7700.2020.2(37).114-121MaRDI QIDQ6600526FDOQ6600526

Authors: M. Yu. Petranova 

Publication date: 9 September 2024

Published in: Naukovyĭ Visnyk Uzhgorods'kogo Universytetu. Seriya Matematyka i Informatyka (Search for Journal in Brave)

Recommendations

• A criterion of hypothesis testing for the covariance function of Gaussian stochastic processes
• scientific article; zbMATH DE number 1336736
• The restricted isometry property for random matrices with \(\phi\)-subgaussian entries
• The criterion of hypothesis testing on the covariance function of a Gaussian stochastic process
• Estimates of the correlation function of a Gaussian stationary process when its values are known in a finite set of points

zbMATH Keywords

hypothesis testingcovariance functioncorrelogramstable correlation functionmeasurable real Gaussian process

Mathematics Subject Classification ID

Gaussian processes (60G15) Non-Markovian processes: hypothesis testing (62M07)

This page was built for publication: Testing hypotheses about the type of the correlation function

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6600526)