Examining an Irregularly Sampled Time Series for Whiteness

Authors

  • David R. Brillinger University of California

DOI:

https://doi.org/10.11606/resimeusp.v4i4.75004

Keywords:

Fourier inference, goodness of fit

Abstract

Suppose it is of interest whether the series itself is white noise. The empirical Fourier transform is proposed to address this question.

Downloads

Download data is not yet available.

Downloads

Published

2000-05-10

Issue

Vol. 4 No. 4 (2000)

Section

Contents

License

Copyright (c) 2000 David R. Brillinger

Creative Commons License

This work is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.

How to Cite

Examining an Irregularly Sampled Time Series for Whiteness. (2000). Resenhas Do Instituto De Matemática E Estatística Da Universidade De São Paulo, 4(4), 423-431. https://doi.org/10.11606/resimeusp.v4i4.75004