Pages that link to "Item:Q1102680"
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The following pages link to Testing that a stationary time series is Gaussian (Q1102680):
Displaying 13 items.
- A random-projection based test of Gaussianity for stationary processes (Q1623481) (← links)
- Lipschitz-Killing curvatures of excursion sets for two-dimensional random fields (Q1722068) (← links)
- On residual empirical processes of stochastic regression models with applications to time series (Q1807171) (← links)
- Normality testing for a long-memory sequence using the empirical moment generating function (Q1937205) (← links)
- Monitoring changes in the error distribution of autoregressive models based on Fourier methods (Q1946878) (← links)
- Tests for multinormality with applications to time series (Q4240711) (← links)
- DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS (Q4562549) (← links)
- Normality tests for dependent data: large-sample and bootstrap approaches (Q5087935) (← links)
- Time-Varying Periodicity in Intraday Volatility (Q5208074) (← links)
- Tests for time series of counts based on the probability-generating function (Q5263982) (← links)
- A SIMPLE TEST OF NORMALITY FOR TIME SERIES (Q5719157) (← links)
- Fourier–type tests involving martingale difference processes (Q5864443) (← links)
- ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH (Q6156585) (← links)
