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ABSTRACT In this paper, a new criterion is constructed for testing hypothesis about covariance function of Gaussian stationary stochastic process with an unknown mean. This criterion is based on the… Click to show full abstract
ABSTRACT In this paper, a new criterion is constructed for testing hypothesis about covariance function of Gaussian stationary stochastic process with an unknown mean. This criterion is based on the fact that we can estimate the deviation of covariance function from its estimator with a given accuracy and reliability in Lp metric.
Keywords:
testing hypothesis;
hypothesis covariance;
criterion;
covariance function
Journal Title: Communications in Statistics - Theory and Methods
Year Published: 2018
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Journal Title: Communications in Statistics - Theory and Methods
Year Published: 2018
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!