Open AccessTesting that a Gaussian Process is Stationary
Author(s) -
T. W. Epps
Publication year - 1988
Publication title -
annals of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 5.877
H-Index - 178
eISSN - 2168-8966
pISSN - 0090-5364
DOI - 10.1214/aos/1176351060
Subject(s) - mathematics , test statistic , monte carlo method , gaussian process , gaussian , statistic , statistical hypothesis testing , stationary process , homogeneity (statistics) , statistical physics , variance (accounting) , asymptotic analysis , statistics , physics , quantum mechanics , accounting , business