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A Test for Spectrum Flatness
Author(s) -
Drouiche K.
Publication year - 2007
Publication title -
journal of time series analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.576
H-Index - 54
eISSN - 1467-9892
pISSN - 0143-9782
DOI - 10.1111/j.1467-9892.2007.00523.x
Subject(s) - mathematics , flatness (cosmology) , test (biology) , randomness , spectrum (functional analysis) , statistics , paleontology , physics , cosmology , quantum mechanics , biology
Abstract. We investigate a new tool for measuring whiteness. We first introduce a quantity which has suitable properties for constructing a test for randomness. We provide the exact asymptotic power of our test. Finally, we experimentally assess the power and usefulness of our test.