Higher-order cumulant spectral-based statistical tests of pseudo-random variate generators

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Higher-order cumulant spectral-based statistical tests of pseudo-random variate generators

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Winter Simulation Conference archive
Proceedings of the 24th conference on Winter simulation table of contents

Arlington, Virginia, United States

Pages: 618 - 625

Year of Publication: 1992

ISBN:0-7803-0798-4

Authors

John W. Dalle Molle
Melvin J. Hinich
Douglas J. Morrice

Sponsors

ASA : American Statistical Association
NIST : National Institue of Standards & Technology
IEEE-CS : Computer Society
IEEE-SMCS : Systems, Man & Cybernetics Society
ACM: Association for Computing Machinery
ORSA : Operations Research Society of America
SIGSIM: ACM Special Interest Group on Simulation and Modeling
TIMS :
IIE : Institute of Industrial Engineers
SCS : Society for Computer Simulation

Publisher

ACM New York, NY, USA

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Downloads (6 Weeks): 3, Downloads (12 Months): 25, Citation Count: 1

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REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

	1	Paul Bratley , Bennett L. Fox , Linus E. Schrage, A guide to simulation (2nd ed.), Springer-Verlag New York, Inc., New York, NY, 1987
	2	David R. Brillinger, Time series: data analysis and theory, Society for Industrial and Applied Mathematics, Philadelphia, PA, 2001
	3	Brillinger, D. R. and M. Rosenblatt. 1967. "Asymptotic Theory of K-th Order Spectra," in Spectral Analysis of Time Series, edited by B. Harris, New York, New York: John Wiley and Sons Inc., 153-232.
	4	Dalle Molle, J.W. and M.J. Hinich. 1989. "Trispectral Analysis", Technical Report No.
	5	Dalle Molle, J. W. and M.J. Hinich. 1991, "Cumulant Spectra-Based Tests for the Detection of a Coherent Signal in Noise", Proceedings of the International Signal Processing Workshop on Higher-Order Statistics, Chamrousse, France.
	6	David, F. N. and D. E. Barton. 1962. Combinatorial Chance, London, England: C. Griffin Limited.
	7	Hinich, M.J. 1982. "Testing for Gaussianity and Linearity of a Stationary Time Series", Journal of Time Series Analysis~ Vol. 3, No. 3, 169- 176.
	8	Hinich, M.J. and M. A. Wolinsky. 1988. "A Test for Aliasing Using B ispectral Analysis", Journal of the American Statistical Association, 83(402), 499-502.
	9	Rosenblatt, M. 1985. Stationary Sequences and Random Fields, Boston, Mass: Birkhauser Inc..