A random-projection based test of Gaussianity for stationary processes

DOI10.1016/j.csda.2014.01.013zbMath1506.62137OpenAlexW1981603099MaRDI QIDQ1623481

Alicia Nieto-Reyes, Juan Antonio Cuesta-Albertos, Fabrice Gamboa

Publication date: 23 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10902/8035

zbMATH Keywords

random projectionconsistent testnormality teststrictly stationary random process

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15)

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