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Your search keyword '"Kozachenko, Yury V."' showing total 1 results
Start Over Author "Kozachenko, Yury V." Topic analysis of covariance
1 results on '"Kozachenko, Yury V."'

1. Construction of a criterion for testing hypothesis about covariance function of a stationary Gaussian stochastic process with unknown mean.

Author

Kozachenko, Yury V. and Troshki, Viktor B.

Subjects
*ANALYSIS of covariance, *GAUSSIAN processes, *STOCHASTIC processes, *ARITHMETIC mean, *PARAMETER estimation
Abstract

In this paper, a new criterion is constructed for testing hypothesis about covariance function of Gaussian stationary stochastic process with an unknown mean. This criterion is based on the fact that we can estimate the deviation of covariance function from its estimator with a given accuracy and reliability in Lp metric. [ABSTRACT FROM AUTHOR]

Published
2018
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