ADAPTIVE K-S TESTS FOR WHITE NOISE IN THE FREQUENCY DOMAIN

DOI10.12732/ijpam.v82i4.2zbMath1349.62390OpenAlexW2063737157MaRDI QIDQ4917758

Hossein Arsham

Publication date: 2 May 2013

Published in: International Journal of Pure and Apllied Mathematics (Search for Journal in Brave)

Full work available at URL: http://ijpam.eu/contents/2013-82-4/2/index.html

zbMATH Keywords

spectrumperiodogramstationary processfrequency analysisresidualsKolmogorov-Smirnov testgoodness-of-fit test for white noiseidentification of periodic component

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric tolerance and confidence regions (62G15) White noise theory (60H40)

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