Gaussian processes centered at their online average, and applications
We establish various properties of Gaussian processes centered at their online average and discuss their application to goodness-of-fit testing.
Gespeichert in:
| Veröffentlicht in: | Statistics & probability letters 2021-03, Vol.170, p.109013, Article 109013 |
|---|---|
| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | eng |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| Zusammenfassung: | We establish various properties of Gaussian processes centered at their online average and discuss their application to goodness-of-fit testing. |
|---|---|
| ISSN: | 0167-7152 1879-2103 |
| DOI: | 10.1016/j.spl.2020.109013 |