On test for checking hypothesis on expectation and covariance function of stochastic process

Tetiana O. Ianevych, Yuriy V. Kozachenko and Viktor B. Troshki

Communications in Statistics - Theory and Methods, 2022, vol. 51, issue 2, 356-367

Abstract: In this paper, we had constructed the goodness-of-fit tests incorporating several components, like expectation and covariance function, for identification of a non-centered stationary Gaussian stochastic process. For the construction of the corresponding estimators and investigation of their properties we had utilized the theory of Square Gaussian random variables.

Date: 2022
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DOI: 10.1080/03610926.2020.1749280

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