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Houssem Brairi (USTHB Algerien)
Houssem Brairi (USTHB Algerien)
Testing discrete-valued time series for whiteness We consider the problem of testing a univariate discrete-valued time series for whiteness in the sequency domain, using Walsh–Fourier analysis. We show that the distribution of the lag window estimator of the Walsh spectral density is a scaled chi-square distribution, where the scale and degrees of freedom, both depend […]