Testing discrete-valued time series for whiteness

DOI10.1016/J.JSPI.2019.09.004zbMATH Open1437.62329OpenAlexW2975298280MaRDI QIDQ2301074FDOQ2301074

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

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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

Uses Software

• astsa

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