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Phase randomisation: numerical study of higher cumulants behaviour

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  • Nur, Darfiana
  • Wolff, Rodney C.
  • Mengersen, Kerrie L.

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  • Nur, Darfiana & Wolff, Rodney C. & Mengersen, Kerrie L., 2001. "Phase randomisation: numerical study of higher cumulants behaviour," Computational Statistics & Data Analysis, Elsevier, vol. 37(4), pages 487-513, October.
    • Handle: RePEc:eee:csdana:v:37:y:2001:i:4:p:487-513
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    References listed on IDEAS

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    1. Hinkley, D. V., 1997. "Discussion of paper by H. Li & G.S. Maddala," Journal of Econometrics, Elsevier, vol. 80(2), pages 319-323, October.
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    Cited by:

    1. Adrian G Barnett & Rodney Wolff, 2003. "A Time-Domain Test for Some Types of Non-Linearity," School of Economics and Finance Discussion Papers and Working Papers Series 168, School of Economics and Finance, Queensland University of Technology.

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