Tests of independence for pairs of paths of non-stationary Gaussian processes
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arXiv
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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2025
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| _version_ | 1866915580093661184 |
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| author | Ernst, Philip A. Viens, Frederi G. Yan, Shuo |
| author_facet | Ernst, Philip A. Viens, Frederi G. Yan, Shuo |
| contents | In the current work, we provide theoretical results for testing (in)dependence between pairs of paths of most commonly studied non-stationary Gaussian processes - standard Brownian motion and fractional Brownian motion (fBm). Please see the PDF version of the paper for a full abstract. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2510_23563 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Tests of independence for pairs of paths of non-stationary Gaussian processes Ernst, Philip A. Viens, Frederi G. Yan, Shuo Statistics Theory Probability 60B10, 60H05, 62F03, 62H20 In the current work, we provide theoretical results for testing (in)dependence between pairs of paths of most commonly studied non-stationary Gaussian processes - standard Brownian motion and fractional Brownian motion (fBm). Please see the PDF version of the paper for a full abstract. |
| title | Tests of independence for pairs of paths of non-stationary Gaussian processes |
| topic | Statistics Theory Probability 60B10, 60H05, 62F03, 62H20 |
| url | https://arxiv.org/abs/2510.23563 |