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A criterion for testing hypotheses on the covariance function of Gaussian stationary stochastic sequences. (Ukrainian. English summary) Zbl 1224.62037
Summary: A criterion for testing hypotheses on the covariance function of Gaussian wide sense stationary stochastic sequences is constructed. The theory of square-Gaussian random variables is used for the construction.

MSC:
62M07 Non-Markovian processes: hypothesis testing
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