-
1
-
-
85032751474
-
Signal processing with higher-order spectra
-
July
-
C. Nikias and J. Mendel, Signal processing with higher-order spectra, IEEE Signal Processing Mag., pp. 10-37 July 1993.
-
(1993)
IEEE Signal Processing Mag.
, pp. 10-37
-
-
Nikias, C.1
Mendel, J.2
-
2
-
-
84986811816
-
A test for linearity of stationary time series, J
-
T. Subba Rao and M. Gabr, A test for linearity of stationary time series, J. Time-Series Anal. vol. 1,. pp. 145-158, 1980.
-
(1980)
Time-Series Anal.
, vol.1
, pp. 145-158
-
-
Subba Rao, T.1
Gabr, M.2
-
3
-
-
84986811814
-
Testing for Gaussianity and linearity of a stationary time-series
-
M. Hinich, Testing for Gaussianity and linearity of a stationary time-series, J. Time-Series Anal., vol. 3, no. 3, pp. 169-176, 1982.
-
(1982)
J. Time-Series Anal.
, vol.3
, Issue.3
, pp. 169-176
-
-
Hinich, M.1
-
4
-
-
0042055196
-
Cumulant spectra-based tests for detection of a coherent signal in noise, in
-
J. Dalle Molle and M. Hinich, Cumulant spectra-based tests for detection of a coherent signal in noise, in Proc. Workshop Higher Order Stat., 1991, pp. 151-153.
-
Proc. Workshop Higher order Stat.
, vol.1991
, pp. 151-153
-
-
Dalle Molle, J.1
Hinich, M.2
-
5
-
-
0002025015
-
Tests for departure from normality in the case of linear stochastic processes
-
Z. Lomnicki, Tests for departure from normality in the case of linear stochastic processes, Metrika, vol. 4, pp. 37-62, 1961.
-
(1961)
Metrika
, vol.4
, pp. 37-62
-
-
Lomnicki, Z.1
-
6
-
-
33747870307
-
Goodness-of-fit tests for correlated data
-
T. Gasser, Goodness-of-fit tests for correlated data, Biometrika, vol. 62, pp. 563-570, 1975.
-
(1975)
Biometrika
, vol.62
, pp. 563-570
-
-
Gasser, T.1
-
7
-
-
0000685721
-
Unified large-sample theory of general chisquared statistics for tests of fit
-
D. Moore and M. Sprull, Unified large-sample theory of general chisquared statistics for tests of fit, Ann. Stat., pp. 599-579, 1975.
-
(1975)
Ann. Stat.
, pp. 599-1579
-
-
Moore, D.1
Sprull, M.2
-
8
-
-
0001009435
-
Testing that a stationary time-series is Gaussian
-
T. Epps, Testing that a stationary time-series is Gaussian, Ann. Stat., vol. 15, no. 4, pp. 1683-1698, 1987.
-
(1987)
Ann. Stat.
, vol.15
, Issue.4
, pp. 1683-1698
-
-
Epps, T.1
-
9
-
-
33747863190
-
Gaussianity test for zero-skewed real and complex, data, in
-
A. Zoubir, Gaussianity test for zero-skewed real and complex, data, in Proc. IEEE Signal Processing Workshop Higher Order Stat., June 1993, pp. 327-331.
-
Proc. IEEE Signal Processing Workshop Higher order Stat., June
, vol.1993
, pp. 327-331
-
-
Zoubir, A.1
-
11
-
-
0028727986
-
Time-domain tests for Gaussianity and time-reversibility
-
_, Time-domain tests for Gaussianity and time-reversibility, IEEE Trans. Signal Processing, vol. 42, pp. 3460-3472, 1994.
-
(1994)
IEEE Trans. Signal Processing
, vol.42
, pp. 3460-3472
-
-
-
12
-
-
0026954741
-
On tests for normality
-
Y. Steinberg and O. Zeitouni, On tests for normality, IEEE Trans. Inform. Theory, vol. 38, no. 6, pp. 1779-1789, 1992.
-
(1992)
IEEE Trans. Inform. Theory
, vol.38
, Issue.6
, pp. 1779-1789
-
-
Steinberg, Y.1
Zeitouni, O.2
-
15
-
-
33747850119
-
Some fourier procedures for time-domain analysis of parametric and semi-parametric time-series models, in
-
Univ. of Tampere.
-
A. Feuerverger, Some fourier procedures for time-domain analysis of parametric and semi-parametric time-series models, in Proc. Int. Conf. Stat., 1987, pp. 445-456, Univ. of Tampere.
-
Proc. Int. Conf. Stat.
, vol.1987
, pp. 445-456
-
-
Feuerverger, A.1
-
16
-
-
84988137794
-
An efficiency result for the empirical characteristic function in stationary time-series models
-
_, An efficiency result for the empirical characteristic function in stationary time-series models, Can. J. Stat., vol. 18, pp. 155-161, 1990.
-
(1990)
Can. J. Stat.
, vol.18
, pp. 155-161
-
-
-
18
-
-
0000636504
-
Some limit theorems for stationary processes
-
I. Ibragimov, Some limit theorems for stationary processes, Theory Probab. Appl., vol. 7, pp. 349-382, 1962.
-
(1962)
Theory Probab. Appl.
, vol.7
, pp. 349-382
-
-
Ibragimov, I.1
-
19
-
-
33747832080
-
On BAN estimator for Chi-squared test criteria, Ann
-
K. Bemis and V. Bhapkar, On BAN estimator for Chi-squared test criteria, Ann. Stat., vol. 11, pp. 183-196, 1983.
-
(1983)
Stat.
, vol.11
, pp. 183-196
-
-
Bemis, K.1
Bhapkar, V.2
-
20
-
-
0039294111
-
A test of fit for the negative binomial and other contagious distributions
-
P. Hinz and J. Gurland, A test of fit for the negative binomial and other contagious distributions, J. Amer. Stat Assoc., vol. 65, pp. 887-903, 1970.
-
(1970)
J. Amer. Stat Assoc.
, vol.65
, pp. 887-903
-
-
Hinz, P.1
Gurland, J.2
-
22
-
-
0012809716
-
Testing that a Gaussian process is stationary
-
T. Epps, Testing that a Gaussian process is stationary, Ann. Stat., vol. 16, no. 4, pp. 1667-1683, 1988.
-
(1988)
Ann. Stat.
, vol.16
, Issue.4
, pp. 1667-1683
-
-
Epps, T.1
-
26
-
-
84937352287
-
A useful theorem for nonlinear devices having gaussian inputs
-
R. Price, A useful theorem for nonlinear devices having gaussian inputs, IRE .Trans. Inform. Theory, vol. 4, pp. 69-72, 1958.
-
(1958)
IRE .Trans. Inform. Theory
, vol.4
, pp. 69-72
-
-
Price, R.1
-
27
-
-
0343879726
-
A goodness of fit test of simple hypotheses based on the empirical characteristic function
-
I. Koutrouvelis, A goodness of fit test of simple hypotheses based on the empirical characteristic function, Biometrika, vol. 67, pp. 238-240, 1990.
-
(1990)
Biometrika
, vol.67
, pp. 238-240
-
-
Koutrouvelis, I.1
-
28
-
-
0000454281
-
A goodness of fit test based on the empirical characteristic function when parameters must be estimated
-
I. Koutrouvelis and J. Kellermeier, A goodness of fit test based on the empirical characteristic function when parameters must be estimated, J. R. Statist. Soc. B, vol. 43, pp. 173-176, 1981.
-
(1981)
J. R. Statist. Soc. B
, vol.43
, pp. 173-176
-
-
Koutrouvelis, I.1
Kellermeier, J.2
-
31
-
-
84986860173
-
A diagnostic test for nonlinear serial dependence in time-series fitting errors
-
R. Ashley, R. Patterson, and M. Hinich, A diagnostic test for nonlinear serial dependence in time-series fitting errors, J. Time Ser. Anal., vol. 7, 1986.
-
(1986)
J. Time Ser. Anal.
, vol.7
-
-
Ashley, R.1
Patterson, R.2
Hinich, M.3
-
32
-
-
0002605356
-
A central limit theorem and a strong mixing condition, in
-
M. Rosenblatt, A central limit theorem and a strong mixing condition, in Proc. Nat. Acad. Sci., vol. 42, pp. 43-47, 1956.
-
(1956)
Proc. Nat. Acad. Sci.
, vol.42
, pp. 43-47
-
-
Rosenblatt, M.1
-
34
-
-
0000181737
-
The jackknife and the bootstrap for general stationary observations
-
H. Kunsch, The jackknife and the bootstrap for general stationary observations, Ann. Stat., vol. 17, 1989.
-
(1989)
Ann. Stat.
, vol.17
-
-
Kunsch, H.1
-
35
-
-
0141981792
-
The uniform convergence of autocovariances
-
E. Hannan, The uniform convergence of autocovariances, Ann. Stat., vol. 2, pp. 803-806, 1974.
-
(1974)
Ann. Stat.
, vol.2
, pp. 803-806
-
-
Hannan, E.1
|