✦ LIBER ✦

A spectral density test for whiteness

✍ Scribed by K. Drouiche

Publisher: John Wiley and Sons
Year: 1999
Tongue: English
Weight: 174 KB
Volume: 13
Category: Article
ISSN: 0890-6327
DOI: 10.1002/(sici)1099-1115(199912)13:8<633::aid-acs562>3.0.co;2-7

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✦ Synopsis

We investigate a new tool for measuring whiteness. We "rst introduce a quantity which has suitable properties for constructing a test for whiteness. We derive such a test and its distribution under the null hypothesis and the non-null one. We provide the power of the new test, a useful tool for performance evaluation. Finally, we experimentally compare our test to the portmanteau test for checking whiteness. Results show that our test outperforms the portmanteau one in all cases and particularly for small sample sizes.

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