Tests for Gaussianity and linearity of multivariate stationary time series

DOI10.1016/S0378-3758(97)00150-XzbMath0937.62092OpenAlexW1984077110MaRDI QIDQ1299553

V. Pereyra

Publication date: 23 August 1999

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(97)00150-x

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Related Items (1)

Testing Normality for Linear AR(p) Models

Cites Work

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• Tests for departure from normality in the case of linear stochastic processes
• An introduction to bispectral analysis and bilinear time series models
• A TEST FOR LINEARITY OF STATIONARY TIME SERIES
• Measures of multivariate skewness and kurtosis with applications

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