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

Yuriy Kozachenko; Viktor Troshki

doi:10.15559/15-VMSTA17

paper

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

arXiv:1503.05379 · doi:10.15559/15-VMSTA17

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 $L_{p} (T), p \geq 1$ , is constructed.

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/)