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st: RE: wntestb


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: wntestb
Date   Thu, 25 Jul 2002 13:49:18 +0100

Konstantin Komissarov
>
> Where can I find references to the Bartlett`s periodogram-based test
> for white noise? I am interested the Bartlett`s B statistic.
>

In addition to references given at [R] wntestb,
try Percival and Walden, "Spectral analysis for
physical applications".

Nick
[email protected]

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