Bispectral-Based Goodness-of-Fit Tests of Gaussianity and Linearity of Stationary Time Series

DOI10.1080/03610920802133319zbMath1292.62066OpenAlexW1993214120MaRDI QIDQ5495065

Jane L. Harvill, Nusrat Jahan

Publication date: 30 July 2014

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920802133319

zbMATH Keywords

frequency domain analysisbispectral density functiontesting time series linearity

Mathematics Subject Classification ID

Related Items (4)

Normality tests for dependent data: large-sample and bootstrap approaches ⋮ Clustering nonlinear, nonstationary time series using BSLEX ⋮ A bootstrap test for time series linearity ⋮ Bispectral-based methods for clustering time series

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