Statistical hypothesis testing for the shape of impulse response function

DOI10.1080/03610926.2017.1321125MaRDI QIDQ4634831zbMATH OpenOpenAlexFDO

Authors Iryna Rozora

Publication date 11 April 2018

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2017.1321125

zbMATH Keywords

criterion for testing hypothesiscross-correlogramimpulse response functionlarge-deviation probabilityrate of convergence

Mathematics Subject Classification ID

Large deviations (60F10) Gaussian processes (60G15) Parametric hypothesis testing (62F03)

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Cited in

(7)

• On the modeling of linear system input stochastic processes with given accuracy and reliability
• Conditions for the sample continuity with probability one for square-Gaussian stochastic processes
• scientific article; zbMATH DE number 1513343 (Why is no real title available?)
• On cross-correlogram IRF’s estimators of two-output systems in spaces of continuous functions
• Estimation of impulse response functions in two-output systems
• Construction of the Karhunen-Loève model for an input Gaussian process in a linear system by using the output process
• On statistical properties of the estimator of impulse response function

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