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Testing of variance hypotheses for nonstationary white gaussian noise

  • Mathematical Processing of Experimental Data
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Russian Physics Journal Aims and scope

Abstract

Testing of hypotheses as to the equality and proportionality of noise variance to specified time functions is discussed.

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References

  1. V. V. Gnedenko, Textbook of Probability Theory (in Russian), Nauka, Moscow (1988).

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  2. M. Loeve, Probability Theory, Van Nostrand-Reinhold (1963).

  3. C. R. Rao, Linear Statistical Inference and Its Applications, Wiley (1965).

  4. T. Anderson, Statistical Analysis of Time Series, Wiley (1971).

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Authors
  1. E. E. Zmeeva
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  2. A. F. Terpugov
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Additional information

Anzhero-Sudzhensk Branch, Tomsk Pedagogical University. Tomsk State University. Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Fizika, No. 4, pp. 56–62, April, 1997.

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Zmeeva, E.E., Terpugov, A.F. Testing of variance hypotheses for nonstationary white gaussian noise. Russ Phys J 40, 363–368 (1997). https://doi.org/10.1007/BF02508858

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  • DOI: https://doi.org/10.1007/BF02508858

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