Construction of a criterion for testing hypothesis about covariance function of a stationary Gaussian stochastic process with unknown mean-Reference-Cited by-同舟云学术

Construction of a criterion for testing hypothesis about covariance function of a stationary Gaussian stochastic process with unknown mean

Published:2017-11-08 Issue:18 Volume:47 Page:4556-4567
ISSN:0361-0926
Container-title:Communications in Statistics - Theory and Methods
language:en
Short-container-title:Communications in Statistics - Theory and Methods

Author:

Kozachenko Yury V.¹²,Troshki Viktor B.³

Affiliation:

1. Department of Probability Theory, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv, Kyiv, Ukraine

2. Department of Probability Theory and Mathematical Statistics, Faculty of Mathematics and Information Technology, Vasyl Stus Donetsk National University, Vinnytsia, Ukraine

3. Department of Physical and Mathematical Disciplines, Uzhhorod National University, Uzhhorod, Ukraine

Funder

Visegrad Scholarship Program-EaP

Publisher

Informa UK Limited

Subject

Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610926.2017.1377253

Reference27 articles.

1. Time Series: Theory and Methods

2. On the properties of an empirical correlogram of a Gaussian process with square integrable spectral density

3. Comparison theorems and asymptotic behavior of correlation estimators in spaces of continuous functions. II

4. On asymptotic normality of estimates for correlation functions of stationary Gaussian processes in the space of continuous functions

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