Improved bispectrum based tests for Gaussianity and linearity

DOI10.1016/j.sigpro.2009.04.013zbMath1197.94026OpenAlexW2009106539MaRDI QIDQ1957693

Alfred Hanssen, Yngve Birkelund

Publication date: 27 September 2010

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

Full work available at URL: https://doi.org/10.1016/j.sigpro.2009.04.013

zbMATH Keywords

surrogate dataGaussianitytime series analysislinearitybispectrumhypothesis tests

Mathematics Subject Classification ID

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

Related Items (1)

A bootstrap test for time series linearity

Uses Software

• ARfit
• sapa

Cites Work

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• A TEST FOR LINEARITY OF STATIONARY TIME SERIES
• TESTING FOR GAUSSIANITY AND LINEARITY OF A STATIONARY TIME SERIES
• A test for independence based on the correlation dimension
• Bootstrap Techniques for Signal Processing
• Estimation of parameters and eigenmodes of multivariate autoregressive models
• Asymptotic Normality of Bispectral Estimates
• An Introduction to Polyspectra

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