A test for the independence of two Gaussian processes

DOI10.1016/0047-259X(84)90028-9zbMATH Open0555.62070MaRDI QIDQ760741FDOQ760741

Christopher S. Withers

Publication date: 1984

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

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zbMATH Keywords

likelihood ratio testunbiased estimatecanonical correlationstesting independencezero mean bivariate Gaussian process

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Gaussian processes (60G15) Non-Markovian processes: hypothesis testing (62M07)

Cites Work

• Linear Statistical Inference and its Applications
• Title not available (Why is that?)
• Title not available (Why is that?)
• Accurate confidence intervals for distributions with one parameter
• Fredholm theory for arbitrary measure spaces

Cited In (4)

• Testing that a Gaussian process is stationary
• An equality test for variances of two complex correlated Gaussian processes
• Title not available (Why is that?)
• On Behrens-Fisher problem for continuous time Gaussian processes

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