Tag Archives: spectrum

MBH-style Tests for Normality and Whiteness

MBH98 and subsequent Mannian papers (MBH99, Rutherford et al , 2005) report briefly that they tested calibration residuals (not verification residuals) for normality and whiteness. These results are used to calculate confidence intervals. They do not use typical tests for whiteness e.g. Ljung-Box portmanteau statistic used not just in econometrics, but also in climate e.g. […]