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

Yuriy Kozachenko, Viktor Troshki


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.


Square Gaussian stochastic process; criterion for testing hypotheses; correlogram

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DOI: http://dx.doi.org/10.15559/15-VMSTA17


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