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A Linear Discriminant for Gaussian Time Series

✍ Scribed by G. R. Dargahi-Noubary


Book ID
108549365
Publisher
John Wiley and Sons
Year
1999
Tongue
English
Weight
166 KB
Volume
20
Category
Article
ISSN
0143-9782

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Tests for Gaussianity and linearity of m
✍ T.Subba Rao; W.K. Wong πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 556 KB

We propose tests for Gaussianity of a vector stationary time series based on multivariate measures of skewness and kurtosis. The tests are illustrated by two real sets of data. We discuss briefly some properties of linear transforms of vector time series, and stress the need for separate tests for l