A criterion for testing hypotheses about the covariance function of a Gaussian stationary process
Yuriy V. Kozachenko, T. V. Fedoryanych · Theory of Probability and Mathematical Statistics · 2005
New upper and lower bounds for distributions of quadratic forms of Gaussian random variables as well as those for the limits of quadratic forms are found in this paper. Based on these estimates, a criterion is proposed to test a hypothesis about the covariance function $\rho (\tau )$ of a Gaussian stochastic process.