Testing nonstationary time series for Gaussianity and linearity using the evolutionary bispectrum: an application to internet traffic data

DOI10.1016/J.SIGPRO.2007.12.011zbMATH Open1186.94346OpenAlexW2018564609MaRDI QIDQ971399FDOQ971399

Authors: Eleni P. Tsolaki 

Publication date: 19 May 2010

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: http://eprints.maths.manchester.ac.uk/192/1/psrr07-2005.pdf

Recommendations

• Bispectral-based goodness-of-fit tests of Gaussianity and linearity of stationary time series
• Improved bispectrum based tests for Gaussianity and linearity
• Tests for Gaussianity and linearity of multivariate stationary time series
• scientific article; zbMATH DE number 3290822
• Nonparametric tests of linearity for time series

zbMATH Keywords

linearitynonstationary time seriesGaussianityevolutionary bispectrum

Mathematics Subject Classification ID

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

Cited In (1)

• Higher-order spectrum in understanding nonlinearity in EEG rhythms

This page was built for publication: Testing nonstationary time series for Gaussianity and linearity using the evolutionary bispectrum: an application to internet traffic data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q971399)