Pages that link to "Item:Q1299553"
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The following pages link to Tests for Gaussianity and linearity of multivariate stationary time series (Q1299553):
Displaying 11 items.
- Multivariate trend function testing with mixed stationary and integrated disturbances (Q272058) (← links)
- Testing nonstationary time series for Gaussianity and linearity using the evolutionary bispectrum: an application to internet traffic data (Q971399) (← links)
- A bootstrap test for time series linearity (Q993830) (← links)
- Testing Gaussianity and linearity of Japanese stock returns (Q1000435) (← links)
- Testing that a stationary time series is Gaussian (Q1102680) (← links)
- A random-projection based test of Gaussianity for stationary processes (Q1623481) (← links)
- Improved bispectrum based tests for Gaussianity and linearity (Q1957693) (← links)
- Detecting departures from meta-ellipticity for multivariate stationary time series (Q2236384) (← links)
- Testing Normality for Linear AR(<b><i>p</i></b>) Models (Q3155301) (← links)
- Tests for multinormality with applications to time series (Q4240711) (← links)
- Bispectral-Based Goodness-of-Fit Tests of Gaussianity and Linearity of Stationary Time Series (Q5495065) (← links)