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 |