An L_p-criterion for testing a hypothesis about the covariance function of a random sequence
An L_p-criterion for testing a hypothesis about the covariance function for a centered stationary Gaussian sequence is constructed in this paper. The criterion is analyzed for some particular cases by using the simulated data.
Gespeichert in:
| Veröffentlicht in: | Theory of probability and mathematical statistics 2016-08, Vol.92, p.163-173 |
|---|---|
| 1. Verfasser: | |
| Format: | Artikel |
| Sprache: | eng |
| Online-Zugang: | Volltext |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| Zusammenfassung: | An L_p-criterion for testing a hypothesis about the covariance function for a centered stationary Gaussian sequence is constructed in this paper. The criterion is analyzed for some particular cases by using the simulated data. |
|---|---|
| ISSN: | 0094-9000 1547-7363 |
| DOI: | 10.1090/tpms/990 |