Testing the covariance function of stationary Gaussian random fields

DOI10.1016/J.SPL.2011.11.014MaRDI QIDQ419190zbMATH OpenOpenAlexFDO

Authors Ali Reza Taheriyoun

Publication date 18 May 2012

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2011.11.014

zbMATH Keywords

stationarityGaussian random fieldsEuler characteristicperiodogramdifferential topology

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Applications of statistics in engineering and industry; control charts (62P30) Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: hypothesis testing (62M07) Inference from stochastic processes and spectral analysis (62M15)

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Cites work

• scientific article; zbMATH DE number 4102349 (Why is no real title available?)
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• Asymptotic properties of the periodogram of a discrete stationary process
• Correlation theory of stationary and related random functions. Volume I: Basic results
• Level crossings for random fields
• Random Fields and Geometry
• Some asymptotic properties of a two-dimensional periodogram
• TESTS FOR COMPARING TWO ESTIMATED SPECTRAL DENSITIES
• Testing equality of stationary autocovariances
• Testing lack of symmetry in spatial-temporal processes

Cited in

(7)

• scientific article; zbMATH DE number 6117838 (Why is no real title available?)
• A random-projection based test of Gaussianity for stationary processes
• Second-order comparison of Gaussian random functions and the geometry of DNA minicircles
• A statistical test for the hypothesis of Gaussian random function
• Construction of a criterion for testing hypothesis about covariance function of a stationary Gaussian stochastic process with unknown mean
• Hypothesis testing for the smoothness parameter of Matérn covariance model on a regular grid
• On the Estimation of Integrated Covariance Functions of Stationary Random Fields

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