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arXiv · 1503.05379

A criterion for testing hypotheses about the covariance function of a stationary Gaussian stochastic process

Yuriy Kozachenko·Viktor Troshki
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Abstract

We consider a measurable stationary Gaussian stochastic process. A criterion for testing hypotheses about the covariance function of such a process using estimates for its norm in the space $L_p(\mathbb {T}),\,p\geq1$, is constructed.

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Yuriy Kozachenko, Viktor Troshki. 2015-03-18. A criterion for testing hypotheses about the covariance function of a stationary Gaussian stochastic process. https://doi.org/10.15559/15-vmsta17

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