Tests of Gaussianity and linearity for random fields usingestimated higher order spectra

Authors:
J. Yuan
Affiliations:
Dept. of Math., Univ. of Manchester Inst. of Sci. & Technol.
Venue:
IEEE Transactions on Signal Processing
Year:
1998

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Testing nonstationary time series for Gaussianity and linearity using the evolutionary bispectrum: An application to internet traffic data

Signal Processing

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Abstract

We present frequency domain tests of Gaussianity and linearity for random fields and study their power both analytically and by simulation. Our tests conform to the likelihood ratio principle, and the test statistics (chi-squared in both cases) are simple and intuitively plausible. Using these tests, we found certain texture images to be both non-Gaussian and nonlinear