关于平稳高斯随机过程协方差函数假设检验的准则
概率论
2015-03-19 v1
摘要
我们考虑一个可测的平稳高斯随机过程。基于对其 范数的估计，构造了关于此类过程协方差函数进行假设检验的准则。
引用
@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}
}
备注
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/)