Tendency towards normality of linear combinations of random variables

DOI10.1007/BF01902870zbMath0346.62024MaRDI QIDQ1233693

Clive W. J. Granger

Publication date: 1976

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/186174

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Probability distributions: general theory (60E05) Estimation and detection in stochastic control theory (93E10) Statistical distribution theory (62E99)

Related Items (1)

Identification of arma models with non-gaussian innovations

Cites Work

• Unnamed Item
• Tests for departure from normality in the case of linear stochastic processes
• Some comments on narrow band-pass filters
• Linear processes are nearly Gaussian

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