Linear processes are nearly Gaussian

DOI10.2307/3212026MaRDI QIDQ5538213zbMATH OpenOpenAlexFDO

Authors Colin L. Mallows

Publication date 1967

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3212026

zbMATH Keywords

statistics

Cited in

(8)

• Tendency towards normality of linear combinations of random variables
• A wavelet regularization method for diffusion radar-target imaging and speckle noise reduction
• Linear systems and normality
• Identification of arma models with non-gaussian innovations
• Frequency-wavenumber spectral analysis of spatio-temporal flows
• THE DISTRIBUTION OF NONSTATIONARY AUTOREGRESSIVE PROCESSES UNDER GENERAL NOISE CONDITIONS
• Correntropy: Implications of nonGaussianity for the moment expansion and deconvolution
• Estimating function method for nonnegative autoregressive models

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