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Class of time-domain procedures for testing that a stationary time series is Gaussian

  • Telecom Paris

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

In this contribution, a class of time-domain procedures for testing that a stationary time-series is Gaussian, is presented. These tests are based on minimum chi-square statistics in the deviations of certain sample statistics from their ensemble counterpart. Exact asymptotic distributions of these tests are derived under the null hypothesis of Gaussianity and under a class of local and fixed alternatives. Two specific tests are then developed, based respectively on the third-order and the fourth-order moments and on the characteristic functions. Extensive simulations are presented to illustrate the power of the test against various alternatives (including additive and non-additive contaminations and non-linear serial dependence.

Original languageEnglish
Title of host publicationProceedings of SPIE - The International Society for Optical Engineering
EditorsFranklin T. Luk
PublisherSociety of Photo-Optical Instrumentation Engineers
Pages138-149
Number of pages12
ISBN (Print)0819416207
Publication statusPublished - 1 Dec 1994
EventAdvanced Signal Processing: Algorithms, Architectures, and Implementations V - San Diego, CA, USA
Duration: 24 Jul 199427 Jul 1994

Publication series

NameProceedings of SPIE - The International Society for Optical Engineering
Volume2296
ISSN (Print)0277-786X

Conference

ConferenceAdvanced Signal Processing: Algorithms, Architectures, and Implementations V
CitySan Diego, CA, USA
Period24/07/9427/07/94

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