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# On test for checking hypothesis on expectation and covariance function of stochastic process

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## Abstract

In this paper, we had constructed the goodness-of-fit tests incorporating several components, like expectation and covariance function, for identification of a non-centered stationary Gaussian stochastic process. For the construction of the corresponding estimators and investigation of their properties we had utilized the theory of Square Gaussian random variables.

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Estimation of covariance functions of Gaussian stochastic fields and their simulation
• Y V Kozachenko
• T V Hudyvok
• V B Troshki
• N V Troshki
Applied methods of statistical modelling. Leningrad: Mashinostroenie
• A S Shalygin
• Y I Palagin