A test for a hypothesis on the correlation function of Gaussian random processes

A test is proposed for a hypothesis on the correlation function of general Gaussian random processes. The test is based on theorems on estimates of the distribution of the supremum of sample estimators of correlation functions of Gaussian processes. For a wide class of stationary processes formulas are given that allow the test to be used immediately. Bibliography: 4 titles. Translated fromObchyslyuval’na ta Prykladna Matematyka, No. 77, 1993, pp. 61–74.