Testing Normality for Linear AR(p) Models (Q3155301): Difference between revisions

@@ Property / author @@
+Wai-Cheung Ip
@@ Property / author: Wai-Cheung Ip / rank @@
+Normal rank
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Autocorrelation, autoregression and autoregressive approximation
+Normal rank
@@ Property / cites work @@
+A mixed-type test for linearity in time series
@@ Property / cites work: A mixed-type test for linearity in time series / rank @@
+Normal rank
@@ Property / cites work @@
+A Test of Goodness of Fit
@@ Property / cites work: A Test of Goodness of Fit / rank @@
+Normal rank
@@ Property / cites work @@
+Q4862306
@@ Property / cites work: Q4862306 / rank @@
+Normal rank
@@ Property / cites work @@
+A test for normality based on the empirical characteristic function
+Normal rank
@@ Property / cites work @@
+Q3911791
@@ Property / cites work: Q3911791 / rank @@
+Normal rank
@@ Property / cites work @@
+Tests for departure from normality in the case of linear stochastic processes
+Normal rank
@@ Property / cites work @@
+Testing normality in autoregressive models
@@ Property / cites work: Testing normality in autoregressive models / rank @@
+Normal rank
@@ Property / cites work @@
+Forward and reversed time prediction of autoregressive sequences
+Normal rank
@@ Property / cites work @@
+Q3730807
@@ Property / cites work: Q3730807 / rank @@
+Normal rank
@@ Property / cites work @@
+Tests for Gaussianity and linearity of multivariate stationary time series
+Normal rank

Testing Normality for Linear AR(<b><i>p</i></b>) Models (Q3155301): Difference between revisions

Latest revision as of 17:29, 7 June 2024

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Mathematics(1 entry)