Adaptive test for white noise

DOI10.1093/BIOMET/76.3.629zbMath0674.62053OpenAlexW2076237672MaRDI QIDQ3828916

Erhard Reschenhofer

Publication date: 1989

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/76.3.629

zbMATH Keywords

spectrumperiodogramstationary processrandomnessfinite Fourier transform

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35) Inference from stochastic processes and spectral analysis (62M15) Non-Markovian processes: hypothesis testing (62M07)

Related Items (3)

TESTING FOR WHITE NOISE AGAINST MULTIMODAL SPECTRAL ALTERNATIVES ⋮ Generalization of the Kolmogorov--Smirnov test ⋮ Testing for a jump in the periodogram

This page was built for publication: Adaptive test for white noise