Skip to main content
SpringerLink
Log in

Asymptotic Properties of Statistics for Testing Hypotheses about the Variance of a Gaussian Process

  • Published:
Russian Physics Journal Aims and scope

Abstract

Asymptotic properties (convergence almost certainly in mean square and asymptotic normality) of statictics for testing hypotheses about the variance of a Gaussian process are considered.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Log in via an institution

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

REFERENCES

  1. E. E. Zmeeva and A. F. Terpugov, Izv. Vyssh. Uchebn. Zaved., Fiz., No. 4, 56–62 (1997).

    Google Scholar 

  2. V. E. Zmeeva and A. F. Terpugov, Izv. Vyssh. Uchebn. Zaved., Fiz., No. 4, 3–9 (1998).

    Google Scholar 

  3. E. E. Zmeeva and E. G. Tokareva, in: Statistical Data Processing and Control in Complex Systems. Vol. 1 [in Russian], Publishing House of Tomsk State University, Tomsk (1999), pp. 85–98.

    Google Scholar 

  4. E. E. Zmeeva and E. G. Tokareva, in: Statistical Data Processing and Control in Complex Systems. Vol. 2 [in Russian], Publishing House of Tomsk State University, Tomsk (2000), pp. 79–85.

    Google Scholar 

  5. E. E. Zmeeva and E. G. Tokareva, in: Mathematical Modeling. Cybernetics. Informatics [in Russian], Publishing House of Tomsk State University, Tomsk (1999), pp. 73–80.

    Google Scholar 

  6. A. A. Borovkov, Course in Probability Theory [in Russian], Nauka, Moscow (1972).

    Google Scholar 

  7. M. Loeve, Probability Theory [Russian translation], Inostrannaya Literatura, Moscow (1962).

    Google Scholar 

  8. V. S. Korolyuk, N. I. Portenko, A. V. Skorokhod, and A. F. Turbin, Handbook of Probability Theory and Mathematical Statistics [in Russian], Nauka, Moscow (1985).

    Google Scholar 

  9. P. L. Henneken and A. Tortra, Probability Theory and its Applications [Russian translation], Nauka, Moscow (1974).

    Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Anzhero-Sudzhensk Branch of Kemerovo State University, Russia

    E. G. Tokareva

Authors
  1. E. G. Tokareva
    View author publications

    You can also search for this author in PubMed Google Scholar

Rights and permissions

Reprints and permissions

About this article

Cite this article

Tokareva, E.G. Asymptotic Properties of Statistics for Testing Hypotheses about the Variance of a Gaussian Process. Russian Physics Journal 46, 278–286 (2003). https://doi.org/10.1023/A:1025437828153

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1023/A:1025437828153

Keywords

Search

Navigation