Tendency towards normality of linear combinations of random variables

DOI10.1007/BF01902870MaRDI QIDQ1233693zbMATH OpenFDO

Authors Clive W. J. Granger

Publication date 1976

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/186174

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Inference from stochastic processes and prediction (62M20) Statistical distribution theory (62E99) Estimation and detection in stochastic control theory (93E10)

Cites work

• scientific article; zbMATH DE number 3335601 (Why is no real title available?)
• Linear processes are nearly Gaussian
• Some comments on narrow band-pass filters
• Tests for departure from normality in the case of linear stochastic processes

Cited in

(1)

• Identification of arma models with non-gaussian innovations

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