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Linearity analysis on stationary segments of hydrologic time series

✍ Scribed by Huey-Long Chen; A. Ramachandra Rao


Book ID
117138884
Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
188 KB
Volume
277
Category
Article
ISSN
0022-1694

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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