A Randomness Test for Stable Data
نویسندگان
چکیده مقاله:
In this paper, we propose a new method for checking randomness of non-Gaussian stable data based on a characterization result. This method is more sensitive with respect to non-random data compared to the well-known non-parametric randomness tests.
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عنوان ژورنال
دوره 3 شماره 1
صفحات 63- 74
تاریخ انتشار 2006-09
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