Articles with "hypothesis covariance" as a keyword



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Construction of a criterion for testing hypothesis about covariance function of a stationary Gaussian stochastic process with unknown mean

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Published in 2018 at "Communications in Statistics - Theory and Methods"

DOI: 10.1080/03610926.2017.1377253

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… read more here.

Keywords: testing hypothesis; hypothesis covariance; criterion; covariance function ... See more keywords