Theory of Probability and Mathematical Statistics
An Lp-criterion for testing a hypothesis about the covariance function of a random sequence
T. O. Yanevich
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Abstract: An Lp-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.
Keywords: Square Gaussian random variables, random sequences, time series, covariance functions
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