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Gaussian processes centered at their online average, and applications. (English) Zbl 1457.60054
Summary: We establish various properties of Gaussian processes centered at their online average and discuss their application to goodness-of-fit testing.
##### MSC:
 60G15 Gaussian processes 62F05 Asymptotic properties of parametric tests
##### Keywords:
Gaussian processes; online centering; spectral equivalence
Full Text:
##### References:
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