Author:
Ianevych Tetiana O.,Kozachenko Yuriy V.,Troshki Viktor B.
Abstract
AbstractIn this paper we have constructed the goodness-of-fit tests incorporating several components, like expectation and covariance function for identification of a non-centered univariate random sequence or auto-covariances and cross-covariances for identification of a centered multivariate random sequence. For the construction of the corresponding estimators and investigation of their properties we utilized the theory of square Gaussian random variables.
Subject
Statistics and Probability,Analysis
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