A SIMPLE TEST OF NORMALITY FOR TIME SERIES
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Cites work
- A new approach to the BHEP tests for multivariate normality
- A test for normality based on the empirical characteristic function
- An analysis of variance test for normality (complete samples)
- Goodness-of-fit tests for correlated data
- Inference-Without-Smoothing in the Presence of Nonparametric Autocorrelation
- Limiting behavior of the ICF test for normality under Gram-Charlier alternatives
- Testing that a stationary time series is Gaussian
- Tests for departure from normality in the case of linear stochastic processes
Cited in
(19)- A random-projection based test of Gaussianity for stationary processes
- A new test for normality in linear autoregressive models
- Behaviour of skewness, kurtosis and normality tests in long memory data
- A simple numerical method of checking normality in statistical models
- Slowly Decaying Correlations, Testing Normality, Nuisance Parameters
- Tests for multinormality with applications to time series
- Distribution of test statistics under parameter uncertainty for time series data: an application to testing skewness, kurtosis and normality
- On sample skewness and kurtosis
- Normality tests for dependent data: large-sample and bootstrap approaches
- A power study of goodness-of-fit tests for multivariate normality implemented in R
- Testing normality in the time series of EMP indices: an application and power-comparison of alternative tests
- Principal Component Analysis of Spatially Indexed Functions
- Tests of Normality of Functional Data
- Normality test in random coefficient autoregressive models
- White noise testing for functional time series
- Matrix-valued isotropic covariance functions with local extrema
- Testing Error Distribution by Kernelized Stein Discrepancy in Multivariate Time Series Models
- Multivariate normality tests for serially correlated data
- Generic Conditions for Forecast Dominance
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