Tests for departure from normality in the case of linear stochastic processes

DOI10.1007/BF02613866zbMath0107.36503MaRDI QIDQ775926

Z. A. Lomnicki

Publication date: 1961

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/175097

zbMATH Keywords

statistics

Related Items (14)

Goodness-of-fit tests for Laplace, Gaussian and exponential power distributions based on λ-th power skewness and kurtosis ⋮ Granger-causal analysis of GARCH models: A Bayesian approach ⋮ Testing Normality for Linear AR(p) Models ⋮ Distribution of test statistics under parameter uncertainty for time series data: an application to testing skewness, kurtosis and normality ⋮ Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models ⋮ A SIMPLE TEST OF NORMALITY FOR TIME SERIES ⋮ Testing for volatility interactions in the Constant Conditional Correlation GARCH model ⋮ ARMA MODELS WITH ARCH ERRORS ⋮ Intertemporal consumer behaviour under structural changes in income ⋮ Testing asymmetry in financial time series ⋮ Tendency towards normality of linear combinations of random variables ⋮ An appraisal of the Box-Jenkins approach to univariate time series analysis ⋮ Tests for Gaussianity and linearity of multivariate stationary time series ⋮ Behaviour of skewness, kurtosis and normality tests in long memory data

Cites Work

• On some moments and distributions occurring in the theory of linear stochastic processes. I
• A Proof of the Generalized Second-Limit Theorem in the Theory of Probability
• SOME THEOREMS ON TIME SERIES. I
• TABLES OF AUTOREGRESSIVE SERIES
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