TESTING FOR WHITE NOISE AGAINST MULTIMODAL SPECTRAL ALTERNATIVES

DOI10.1111/J.1467-9892.1992.TB00118.XMaRDI QIDQ4021569zbMATH OpenOpenAlexFDO

Authors Erhard Reschenhofer, Immanuel M. Bomze

Publication date 16 January 1993

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9892.1992.tb00118.x

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Cites work

• Adaptive test for white noise
• Length tests for goodness of fit
• Testing for Periodicity in a Time Series

Cited in

(2)

• Generalization of the Kolmogorov--Smirnov test
• Testing for a jump in the periodogram

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