etection and ia nosis aussianity in a ime Series
Adnan M Al-Smadi · 2006
In this paper, several methods to test for non-Gaussianity of a given process are presented. These methods include histogram plot, kurtosis test, and hypothesis testing using cumulants and bispectrum of the available sequence. The hypothesis testing is performed by constructing a statistic to test whether the bispectrum of the given signal is nonzero. A zero bispectrum is not a proof of Gaussianity. Hence, other tests such as the kurtosis test should be used