Combining Generalized Kolmogorov-Smirnov Tests
by Erhard Reschenhofer
We introduce a new frequency domain test of white noise that is designed for distinctive, possibly multimodal alternatives. It is obtained by combining a small number of individual tests that complement one another. Each of the individual tests used as building blocks for the combined test has very high power for a particular class of alternatives. The different classes of alternatives are characterized by the number of peaks and troughs in the spectrum. Simulations show that the combined test is very competitive over a wide range of alternatives.
White Noise; Frequency Domain Tests; Multimodal Spectra
Erhard Reschenhofer, email@example.com
Hector F. Coronel-Brizio, firstname.lastname@example.org
READING THE ARTICLE: You can read the article in
portable document (.pdf) format (62809 bytes.)
NOTE: The content of this article is the intellectual property of the authors, who retains all rights to future publication.
This page has been accessed 2406 times since JUNE 9, 2008.
Return to the Home Page.