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Recurrent representation for stationary Gaussian processes

โœ Scribed by H. Morikawa

Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
278 KB
Volume
11
Category
Article
ISSN
0893-9659

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Suppose that [z(t)] is a non-Gaussian vector stationary process with spectral density matrix f (\*). In this paper we consider the testing problem H: ? &? K[ f (\*)] d\*=c against A: ? &? K[ f (\*)] d\*{c, where K[ } ] is an appropriate function and c is a given constant. For this problem we propose