Testing Gaussianity and linearity for random fields in the frequency domain

DOI10.1111/1467-9892.00207MaRDI QIDQ2740048zbMATH OpenOpenAlexFDO

Authors J. Yuan

Publication date 16 September 2001

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

Full work available at URL https://doi.org/10.1111/1467-9892.00207

zbMATH Keywords

asymptotic normalitybispectrumkernel smoothed estimator

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and spectral analysis (62M15) Random fields; image analysis (62M40)

Review text

For a stationary random field on \(R^d\) the theory of normalized bispectrum estimation is described. A theorem of asymptotic normality of kernel-smoothed \(k\)-th order periodogram estimates of the normalized bispectrum is demonstrated. It is used to derive an (asymptotic) log likelihood ratio statistic for the test of Gaussianity (more precisely, of the hypothesis that the k-th order spectrum is identically zero) and for the test of linearity (the k-th order spectrum is a constant).

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Cited in

(3)

• High frequency asymptotics for wavelet-based tests for Gaussianity and isotropy on the torus
• FREQUENCY DOMAIN TESTS OF MULTIVARIATE GAUSSIANITY AND LINEARITY
• A Multiscale Wavelet-Based Test for Isotropy of Random Fields on a Regular Lattice

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