Add to ORKGSuppose it is of interest whether the series itself is white noise. The empirical Fourier transform is proposed to address this question
<p>The proportion of coloured stochastic (environmental) time-series that fail a normality test incr...
Both the simulated white-noise (top left panel) and pink-noise (bottom left panel) time series conta...
International audienceEven in the absence of an experimental effect, functional magnetic resonance i...
Time domain definitions for finite bandwidth white noise, and filtered white noise, are detailed and...
This article considers testing that a time series is uncorrelated when it possibly exhibits some for...
We propose a new procedure for white noise testing of a functional time series. Our approach is bas...
Empirical thesis.Bibliography: pages 95-97.1. Introduction -- 2. Literature review -- 3. Nonparametr...
AbstractA process generated by a stochastic differential equation driven by pure noise is sampled at...
The mathematical background necessary to rigorously define white noise is detailed. It is shown that...
Some stationary and non-stationary time series arise from mixed distributions, the probabilities att...
D. Phil.There have been two rather distinct approaches to the analysis of time series: the time doma...
In order to determine the Fourier transform of a quasi-periodic time series (linear problem), or the...
The attached document may provide the author's accepted version of a published work. See Citati...
We examine Fourier transforms of real-valued stationary time series from the point of view of the st...
A general white noise test for functional time series is considered. The idea of the test is to esti...
<p>The proportion of coloured stochastic (environmental) time-series that fail a normality test incr...
Both the simulated white-noise (top left panel) and pink-noise (bottom left panel) time series conta...
International audienceEven in the absence of an experimental effect, functional magnetic resonance i...
Time domain definitions for finite bandwidth white noise, and filtered white noise, are detailed and...
This article considers testing that a time series is uncorrelated when it possibly exhibits some for...
We propose a new procedure for white noise testing of a functional time series. Our approach is bas...
Empirical thesis.Bibliography: pages 95-97.1. Introduction -- 2. Literature review -- 3. Nonparametr...
AbstractA process generated by a stochastic differential equation driven by pure noise is sampled at...
The mathematical background necessary to rigorously define white noise is detailed. It is shown that...
Some stationary and non-stationary time series arise from mixed distributions, the probabilities att...
D. Phil.There have been two rather distinct approaches to the analysis of time series: the time doma...
In order to determine the Fourier transform of a quasi-periodic time series (linear problem), or the...
The attached document may provide the author's accepted version of a published work. See Citati...
We examine Fourier transforms of real-valued stationary time series from the point of view of the st...
A general white noise test for functional time series is considered. The idea of the test is to esti...
<p>The proportion of coloured stochastic (environmental) time-series that fail a normality test incr...
Both the simulated white-noise (top left panel) and pink-noise (bottom left panel) time series conta...
International audienceEven in the absence of an experimental effect, functional magnetic resonance i...