The following pages link to (Q3350574):
Displaying 10 items.
- Behaviour of skewness, kurtosis and normality tests in long memory data (Q257542) (← links)
- A divergence test for autoregressive time series models (Q634835) (← links)
- Studentized autoregressive time series residuals (Q1424637) (← links)
- A new test for normality in linear autoregressive models (Q1868960) (← links)
- Testing for parameter constancy in non-Gaussian time series (Q2852478) (← links)
- Testing Normality for Linear AR(<b><i>p</i></b>) Models (Q3155301) (← links)
- Measures of multivariate skewness and kurtosis for tests of nonnormality (Q3349799) (← links)
- Testing normality in autoregressive models (Q3687497) (← links)
- A SIMPLE TEST OF NORMALITY FOR TIME SERIES (Q5719157) (← links)
- Testing normality in the time series of EMP indices: an application and power-comparison of alternative tests (Q5875227) (← links)
