Guy Nason: A test for local white noise (and the absence of aliasing) in locally stationary...

Abstract: This talk develops a new test for local white noise which also doubles as a test for the lack of aliasing in a locally stationary wavelet process. We compare and contrast our new test with the aliasing test for stationary time series due to Hinich and co-authors. We show that the test is robust to mismatch of analysis and synthesis wavelet. We demonstrate the effectiveness of the test on some simulated examples and on an example from wind energy. Recording during the thematic month on statistics - Week 3: "Processus" the February 18, 2016 at the Centre International de Rencontres Mathématiques (Marseille, France) Filmmaker: Guillaume Hennenfent Find this video and other talks given by worldwide mathematicians on CIRM's Audiovisual Mathematics Library: http://library.cirm-math.fr. And discover all its functionalities: Chapter markers and keywords to watch the parts of your choice in the video Videos enriched with abstracts, bibliographies, Mathematics Subject Classification Multi-criteria search by author, title, tags, mathematical area