TESTING FOR WHITE NOISE AGAINST MULTIMODAL SPECTRAL ALTERNATIVES

DOI10.1111/J.1467-9892.1992.TB00118.XzbMath0850.62684OpenAlexW2109098269MaRDI QIDQ4021569

Immanuel M. Bomze, Erhard Reschenhofer

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)

Related Items (2)

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

Cites Work

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

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