A Method for Online Testing by HOC (Higher Order Crossings)-Processes.
Mordechai Berger, Julie A O'Connell, Benjamin Kedem, James F. Troendle · Defense Technical Information Center (DTIC) · 1986
The dynamic process by which a stationary time series produces its HOC sequentially in time is examined and applied in white noise tests. Probability limits which contain the sample paths of Higher Order Crossing-processes are derived. An hypothesis is rejected if the observed HOC paths exit the bounds. The power of the test is obtained by computer simulation. Keywords: Convergence; Probability bounds; Test for white noise; Variance.