Spectral equivalence of Gaussian random functions: operator approach
From MaRDI portal
Abstract: We introduce a new approach to the spectral equivalence of Gaussian processes and fields, based on the methods of operator theory in Hilbert space. Besides several new results including identities in law of quadratic norms for integrated and multiply integrated Gaussian random functions we give an application to goodness-of-fit testing.
Recommendations
- Spectral conditions for equivalence of Gaussian random fields with stationary increments
- scientific article; zbMATH DE number 482671
- scientific article; zbMATH DE number 1516534
- On sufficient equivalence conditions of Gaussian measures corresponding to homogeneous fields whose spectral densities have real zeros
- scientific article; zbMATH DE number 1376795
Cites work
- Asymptotic behavior of small ball probabilities
- Asymptotic Efficiency of Nonparametric Tests
- Chi-squared goodness of fit tests with applications
- Empirical Processes with Applications to Statistics
- Exact \(L_{2}\)-small ball asymptotics of Gaussian processes and the spectrum of boundary-value problems
- Exact small ball constants for some Gaussian processes under the \(L^2\)-norm
- Explicit formulae for time-space Brownian chaos.
- Fubini's theorem for double Wiener integrals and the variance of the Brownian path
- Gaussian processes: Inequalities, small ball probabilities and applications
- scientific article; zbMATH DE number 5082658 (Why is no real title available?)
- scientific article; zbMATH DE number 3653255 (Why is no real title available?)
- scientific article; zbMATH DE number 41998 (Why is no real title available?)
- scientific article; zbMATH DE number 3497161 (Why is no real title available?)
- scientific article; zbMATH DE number 3560401 (Why is no real title available?)
- scientific article; zbMATH DE number 1242003 (Why is no real title available?)
- scientific article; zbMATH DE number 1245556 (Why is no real title available?)
- scientific article; zbMATH DE number 1047468 (Why is no real title available?)
- scientific article; zbMATH DE number 1959624 (Why is no real title available?)
- Karhunen-Loève expansions for the \(m\)-th order detrended Brownian motion
- Karhunen-Loève expansions for the detrended Brownian motion
- Karhunen-Loève expansions of mean-centered Wiener processes
- Lectures on Gaussian Processes
- On quadratic functionals of the Brownian sheet and related processes
- On the Distribution of the $\omega ^2 $ Statistics in the Multi-Dimensional Case
- Properties of sequences of partial sums of polynomial regression residuals with applications to tests for change of regression at unknown times
- Remarks on a Multivariate Transformation
- Small ball probabilities for Gaussian random fields and tensor products of compact operators
- Spectral asymptotics for problems with integral constraints
- Stochastic Comparison of Tests
- Stochastic integrals in the plane
Cited in
(2)
This page was built for publication: Spectral equivalence of Gaussian random functions: operator approach
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2137026)
