Examining an Irregularly Sampled Time Series for Whiteness

Autores

  • David R. Brillinger Department of Statistics, University of California

DOI:

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

Palavras-chave:

Fourier inference, goodness of fit

Resumo

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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Como Citar

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

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