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

Yuriy Kozachenko; Viktor Troshki

doi:10.15559/15-VMSTA17

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

Probability 2015-03-19 v1

Authors: 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.

Keywords

hypothesis testing covariance function stationary Gaussian process L_p norm stochastic process testing criterion

Cite

@article{arxiv.1503.05379,
  title  = {A criterion for testing hypotheses about the covariance function of a stationary Gaussian stochastic process},
  author = {Yuriy Kozachenko and Viktor Troshki},
  journal= {arXiv preprint arXiv:1503.05379},
  year   = {2015}
}

Comments

Published at http://dx.doi.org/10.15559/15-VMSTA17 in the Modern Stochastics: Theory and Applications (https://www.i-journals.org/vtxpp/VMSTA) by VTeX (http://www.vtex.lt/)

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

Abstract

Keywords

Cite

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