JSM 2004 Online Program

Abstract #301668

This is the preliminary program for the 2004 Joint Statistical Meetings in Toronto, Canada. Currently included in this program is the "technical" program, schedule of invited, topic contributed, regular contributed and poster sessions; Continuing Education courses (August 7-10, 2004); and Committee and Business Meetings. This on-line program will be updated frequently to reflect the most current revisions.

To View the Program:
You may choose to view all activities of the program or just parts of it at any one time. All activities are arranged by date and time.

The views expressed here are those of the individual authors
and not necessarily those of the ASA or its board, officers, or staff.

Back to main JSM 2004 Program page

Activity Number:	57
Type:	Contributed
Date/Time:	Sunday, August 8, 2004 : 4:00 PM to 5:50 PM
Sponsor:	Business and Economics Statistics Section
Abstract - #301668
Title:	Simple and General Tests for White Noise
Author(s):	Ignacio N. Lobato*+ and Carlos Velasco
Companies:	Instituto Tecnologico Autonomo de Mexico and Universidad Carlos III de Madrid
Address:	Av Camino Sta Teresa 930, Mexico City, International, 10700, Mexico
Keywords:	Gaussianity ; nonparametric ; autocorrelation ; periodogram ; nonlinear dependence
Abstract:	This article considers testing that a time series is uncorrelated when it possibly exhibits some form of nonlinear dependence. Contrary to the currently employed tests that require selecting arbitrary user-chosen numbers to compute the associated tests statistics, we consider tests statistics that are very simple since their asymptotic null distributions are standard under general weak dependent conditions, and hence, asymptotic critical values are readily available. We develop asymptotic theory and study finite sample performance.

The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.

Back to the full JSM 2004 program