Wang Shuxun & Liang Yingchang. Tests for Linearity and Gaussianity ol Stationary Time Series[J]. Acta Electronica Sinica, 1992, (7): 93-96.DOI:
Tests for Linearity and Gaussianity ol Stationary Time Series
摘要
本文利用高阶谱给出了一种平稳时间序列的线性和高斯性检验方法
并通过实例进行了验证
Abstract
In this paper
the method of tests for linearity and Gaussianity of stationary time series via higher order spectra is given. This method is also proved by the practical experiments.