A new test for whiteness

DOI10.1109/78.847773zbMath0993.94529OpenAlexW2154432886MaRDI QIDQ2734346

Karim Drouiche

Publication date: 19 September 2002

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/78.847773

zbMATH Keywords

distributionsstatistical testportmanteau testFisher testwhitenessGaussian sequence

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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