DOI

We introduce a new approach to the spectral equivalence of Gaussian processes and fields, based on the methods of operator theory in Hilbert space. Besides several new results including identities in law of quadratic norms for integrated and multiply integrated Gaussian random functions we give an application to goodness-of-fit testing.

Original languageEnglish
Pages (from-to)1448-1460
Number of pages13
JournalBernoulli
Volume28
Issue number2
DOIs
StatePublished - 1 May 2022

    Scopus subject areas

  • Statistics and Probability

    Research areas

  • Brownian sheet, Gaussian random functions, Identity in law, Spectral equivalence, Tensor product

ID: 95473158