publication . Preprint . Article . 2015

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

Yuriy Kozachenko; Viktor Troshki;
Open Access English
  • Published: 18 Mar 2015
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.
Subjects
arXiv: Mathematics::Functional Analysis
free text keywords: Mathematics - Probability, Correlogram, Continuous-time stochastic process, Stochastic process, Gaussian process, symbols.namesake, symbols, Gaussian, Covariance function, Ornstein–Uhlenbeck process, Measure (mathematics), Mathematics, Mathematical analysis

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publication . Preprint . Article . 2015

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

Yuriy Kozachenko; Viktor Troshki;