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Multivariate linear recurrences and power series division

โœ Scribed by Herwig Hauser; Christoph Koutschan

Book ID
119227546
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
258 KB
Volume
312
Category
Article
ISSN
0012-365X

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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