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)

Recommendations

• FREQUENCY DOMAIN TESTS OF MULTIVARIATE GAUSSIANITY AND LINEARITY
• Bootstrapping bispectra: an application to testing for departure from Gaussianity of stationary signals
• Bispectral-based goodness-of-fit tests of Gaussianity and linearity of stationary time series
• Improved bispectrum based tests for Gaussianity and linearity
• On tests for normality

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

This page was built for publication: Testing Gaussianity and linearity for random fields in the frequency domain

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2740048)