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A criterion for testing hypotheses about the covariance function of a stationary Gaussian stochastic process
Volume 1, Issue 2 (2014), pp. 139–149
Yuriy Kozachenko   Viktor Troshki  

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https://doi.org/10.15559/15-VMSTA17
Pub. online: 29 January 2015      Type: Research Article      Open accessOpen Access

Received
21 November 2014
Revised
18 January 2015
Accepted
19 January 2015
Published
29 January 2015

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

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Keywords
Square Gaussian stochastic process criterion for testing hypotheses correlogram

MSC2010
60G10 62M07

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