A criterion for testing hypotheses about the covariance function of a stationary Gaussian stochastic process
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 $L_{p}(\mathbb{T})$, $p\ge 1$, is constructed.
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
VTeX
2015-01-01
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| Series: | Modern Stochastics: Theory and Applications |
| Subjects: | |
| Online Access: | https://vmsta.vtex.vmt/doi/10.15559/15-VMSTA17 |
| _version_ | 1811296704734953472 |
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| author | Yuriy Kozachenko Viktor Troshki |
| author_facet | Yuriy Kozachenko Viktor Troshki |
| author_sort | Yuriy Kozachenko |
| collection | DOAJ |
| description | 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 $L_{p}(\mathbb{T})$, $p\ge 1$, is constructed. |
| first_indexed | 2024-04-13T05:52:25Z |
| format | Article |
| id | doaj.art-a23130768bbf4425bcf326c257ab47ca |
| institution | Directory Open Access Journal |
| issn | 2351-6046 2351-6054 |
| language | English |
| last_indexed | 2024-04-13T05:52:25Z |
| publishDate | 2015-01-01 |
| publisher | VTeX |
| record_format | Article |
| series | Modern Stochastics: Theory and Applications |
| spelling | doaj.art-a23130768bbf4425bcf326c257ab47ca2022-12-22T02:59:43ZengVTeXModern Stochastics: Theory and Applications2351-60462351-60542015-01-011213914910.15559/15-VMSTA17A criterion for testing hypotheses about the covariance function of a stationary Gaussian stochastic processYuriy Kozachenko0Viktor Troshki1Taras Shevchenko National University of Kyiv, Kyiv, UkraineUzhhorod National University, Uzhhorod, UkraineWe 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 $L_{p}(\mathbb{T})$, $p\ge 1$, is constructed.https://vmsta.vtex.vmt/doi/10.15559/15-VMSTA17Square Gaussian stochastic processcriterion for testing hypothesescorrelogram |
| spellingShingle | Yuriy Kozachenko Viktor Troshki A criterion for testing hypotheses about the covariance function of a stationary Gaussian stochastic process Modern Stochastics: Theory and Applications Square Gaussian stochastic process criterion for testing hypotheses correlogram |
| title | A criterion for testing hypotheses about the covariance function of a stationary Gaussian stochastic process |
| title_full | A criterion for testing hypotheses about the covariance function of a stationary Gaussian stochastic process |
| title_fullStr | A criterion for testing hypotheses about the covariance function of a stationary Gaussian stochastic process |
| title_full_unstemmed | A criterion for testing hypotheses about the covariance function of a stationary Gaussian stochastic process |
| title_short | A criterion for testing hypotheses about the covariance function of a stationary Gaussian stochastic process |
| title_sort | criterion for testing hypotheses about the covariance function of a stationary gaussian stochastic process |
| topic | Square Gaussian stochastic process criterion for testing hypotheses correlogram |
| url | https://vmsta.vtex.vmt/doi/10.15559/15-VMSTA17 |
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