Abstract
Since the classical Kolmogorov-Smirnov (K-S) tests for white noise are completely insensitive to both tails it is difficult in a particular application to detect departure from whiteness. A modified version of the widely used (K- S) test of null hypothesis is constructed, that a given time series is Gaussian white noise, against the alternative hypothesis that the time series contains an added or multiplicative deterministic periodic component of unspecified fre- quency. The usual K-S test is treated as a special case. The proposed test is more powerful than the ordinary K-S test in detecting extreme (low or high) hidden periodicities. Computational procedures necessary for implementation are given.
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