Improved bispectrum based tests for Gaussianity and linearity

DOI10.1016/J.SIGPRO.2009.04.013MaRDI QIDQ1957693zbMATH OpenOpenAlexFDO

Authors Yngve Birkelund, Alfred Hanssen

Publication date 27 September 2010

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.sigpro.2009.04.013

zbMATH Keywords

bispectrumGaussianityhypothesis testslinearitysurrogate datatime series analysis

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Recommendations

• Bispectral-based goodness-of-fit tests of Gaussianity and linearity of stationary time series
• A New Test of Linearity of Time Series Based on the Bispectrum
• Tests for Gaussianity and linearity of multivariate stationary time series
• Testing time series linearity via goodness-of-fit methods
• scientific article; zbMATH DE number 1165677

Cites work

• A single-blind controlled competition among tests for nonlinearity and chaos
• A test for independence based on the correlation dimension
• A TEST FOR LINEARITY OF STATIONARY TIME SERIES
• An Introduction to Polyspectra
• Asymptotic Normality of Bispectral Estimates
• Bootstrap Techniques for Signal Processing
• Comparison of statistical indices using third order statistics for nonlinearity detection
• Current developments in time series modelling
• Detecting Nonlinearity in Time Series: Surrogate and Bootstrap Approaches
• Estimation of parameters and eigenmodes of multivariate autoregressive models
• scientific article; zbMATH DE number 3131469 (Why is no real title available?)
• scientific article; zbMATH DE number 51536 (Why is no real title available?)
• scientific article; zbMATH DE number 1145169 (Why is no real title available?)
• scientific article; zbMATH DE number 3253529 (Why is no real title available?)
• scientific article; zbMATH DE number 3287335 (Why is no real title available?)
• scientific article; zbMATH DE number 3357844 (Why is no real title available?)
• Multitaper estimators of polyspectra
• Spectral Analysis for Physical Applications
• TESTING FOR GAUSSIANITY AND LINEARITY OF A STATIONARY TIME SERIES
• Testing for nonlinearity in time series: the method of surrogate data
• Testing for nonlinearity using redundancies: Quantitative and qualitative aspects

Cited in

(8)

• High frequency asymptotics for wavelet-based tests for Gaussianity and isotropy on the torus
• Bootstrapping bispectra: an application to testing for departure from Gaussianity of stationary signals
• Testing Gaussianity and linearity for random fields in the frequency domain
• The Canonical Bicoherence—Part II: QPC Test and Its Application in Geomagnetic Data
• Bispectral-based goodness-of-fit tests of Gaussianity and linearity of stationary time series
• A RELATION FOR ‘LINEARITY’ OF THE BISPECTRUM
• Testing nonstationary time series for Gaussianity and linearity using the evolutionary bispectrum: an application to internet traffic data
• A bootstrap test for time series linearity

Describes a project that uses

Uses Software

• ARfit
• sapa

This page was built for publication: Improved bispectrum based tests for Gaussianity and linearity

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1957693)