Testing discrete-valued time series for whiteness

DOI10.1016/J.JSPI.2019.09.004MaRDI QIDQ2301074zbMATH OpenOpenAlexFDO

Authors Houssem Brairi, Tarek Medkour

Publication date 28 February 2020

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2019.09.004

zbMATH Keywords

spectral densitywhite noiseWalsh-Fourier analysisdiscrete-valued time seriesbrain functional connectivity

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Inference from stochastic processes and spectral analysis (62M15) White noise theory (60H40)

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Cited in

(2)

• WALSH-FOURIER ANALYSIS OF DISCRETE-VALUED TIME SERIES
• Examining an irregularly sampled time series for whiteness

Describes a project that uses

Uses Software

• astsa

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