出版社：ASEPUMA. Asociación Española de Profesores Universitarios de Matematicas aplicadas a la Economia y la Empresa
摘要：In this paper we try to develop a (simple) statistic for testing the hypothesis of white noise using the spectral analysis. In spite of some problems, probably due to the bad performance of the periodogram and its transformations as an estimator of the spectrum, the test has interesting properties and could be especially appropriate for testing departures from the theoretical white noise process caused by periodic effects. In the last section we perform the test in two practical issues with good results.
关键词：Periodogram ; Harmonic Analysis ; white noise ; simulation
