TY - JFULL AU - Adnan Al-Smadi PY - 2007/11/ TI - Tests for Gaussianity of a Stationary Time Series T2 - International Journal of Electronics and Communication Engineering SP - 1561 EP - 1566 VL - 1 SN - 1307-6892 UR - https://publications.waset.org/pdf/2851 PU - World Academy of Science, Engineering and Technology NX - Open Science Index 10, 2007 N2 - One of the primary uses of higher order statistics in signal processing has been for detecting and estimation of non- Gaussian signals in Gaussian noise of unknown covariance. This is motivated by the ability of higher order statistics to suppress additive Gaussian noise. 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 non-zero. A zero bispectrum is not a proof of Gaussianity. Hence, other tests such as the kurtosis test should be employed. Examples are given to demonstrate the performance of the presented methods. ER -