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Volume 1, Issue 2 (2014)
A criterion for testing hypotheses about ...
Modern Stochastics: Theory and Applications
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A criterion for testing hypotheses about the covariance function of a stationary Gaussian stochastic process
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A criterion for testing hypotheses about the covariance function of a stationary Gaussian stochastic process
Yuriy Kozachenko
Viktor Troshki
https://doi.org/10.15559/15-MSTA17
Pub. online:
29 Jan 2015
Type:
Research Article
Open Access
Journal:
Modern Stochastics: Theory and Applications*
Volume 1, Issue 2 (2014), pp. 139–149
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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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