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
Gaussianity and linearity tests of hydrologic time series
β Scribed by Rao, A. R. ;Yu, G. H.
- Publisher
- Springer
- Year
- 1990
- Tongue
- English
- Weight
- 748 KB
- Volume
- 4
- Category
- Article
- ISSN
- 0931-1955
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