An equality test for variances of two complex correlated Gaussian processes

Citation
Rk. Andrew et Rl. Kirlin, An equality test for variances of two complex correlated Gaussian processes, IEEE SIGNAL, 48(8), 2000, pp. 2452-2454
Citations number
9
Categorie Soggetti
Eletrical & Eletronics Engineeing
Journal title
IEEE TRANSACTIONS ON SIGNAL PROCESSING
ISSN journal
1053587X → ACNP
Volume
48
Issue
8
Year of publication
2000
Pages
2452 - 2454
Database
ISI
SICI code
1053-587X(200008)48:8<2452:AETFVO>2.0.ZU;2-T
Abstract
A test is developed for the equality of variances of two complex zero-mean Gaussian processes with unknown, nonzero complex covariance, where both the variance and complex covariance are unknown nuisance parameters. This note provides a test that is independent of these nuisance parameters.