A criterion for testing hypotheses about the covariance function of a stationary Gaussian stochastic process
Volume 1, Issue 2 (2014), pp. 139–149
Pub. online: 29 January 2015
Type: Research Article
Open Access
Open Access
Received
21 November 2014
21 November 2014
Revised
18 January 2015
18 January 2015
Accepted
19 January 2015
19 January 2015
Published
29 January 2015
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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