平稳时间序列的线性和高斯性检验
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。
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.
出处
《电子学报》
EI
CAS
CSCD
北大核心
1992年第7期93-96,共4页
Acta Electronica Sinica
关键词
平稳时间序列
线性
高斯性检验
Higher order spectra, Stationary time series, Tests for linearity and gaussianity
