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Exponential inequalities for estimates of the spectrum of a stationary Gaussian time series

✍ Scribed by R. Bentkus; R. Rudzkis; V. Statulevičius


Publisher
Springer
Year
1975
Tongue
English
Weight
477 KB
Volume
15
Category
Article
ISSN
0363-1672

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Tests for Gaussianity and linearity of m
✍ T.Subba Rao; W.K. Wong 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 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