Examining an Irregularly Sampled Time Series for Whiteness

Authors

  • David R. Brillinger Department of Statistics, 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.

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Issue

Vol. 4 No. 4 (2000)

Section

Contents

How to Cite

Examining an Irregularly Sampled Time Series for Whiteness. (2014). Resenhas Do Instituto De Matemática E Estatística Da Universidade De São Paulo, 4(4), 423-431. https://doi.org/10.11606/resimeusp.v4i4.75004