✦ LIBER ✦

TESTING FOR GAUSSIANITY AND LINEARITY OF A STATIONARY TIME SERIES

✍ Scribed by Melvin J. Hinich

Book ID: 111039413
Publisher: John Wiley and Sons
Year: 1982
Tongue: English
Weight: 358 KB
Volume: 3
Category: Article
ISSN: 0143-9782
DOI: 10.1111/j.1467-9892.1982.tb00339.x

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Tests for Gaussianity and linearity of m

Tests for Gaussianity and linearity of multivariate stationary time series

✍ 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

Gaussianity and linearity tests of hydro

Gaussianity and linearity tests of hydrologic time series

✍ Rao, A. R. ;Yu, G. H. 📂 Article 📅 1990 🏛 Springer 🌐 English ⚖ 748 KB

A TEST FOR LINEARITY OF STATIONARY TIME

A TEST FOR LINEARITY OF STATIONARY TIME SERIES

✍ T. Subba Rao; M. M. Gabr 📂 Article 📅 1980 🏛 John Wiley and Sons 🌐 English ⚖ 578 KB

Testing for time series linearity

✍ David I. Harvey; Stephen J. Leybourne 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 196 KB

Testing Linearity For Stationary Time Se

Testing Linearity For Stationary Time Series Using the Sample Interquartile Range

✍ J. Yuan 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 209 KB

A Linear Discriminant for Gaussian Time

A Linear Discriminant for Gaussian Time Series

✍ G. R. Dargahi-Noubary 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 166 KB