TESTING FOR GAUSSIANITY AND LINEARITY OF A STATIONARY TIME SERIES
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Publication:3968343
DOI10.1111/j.1467-9892.1982.tb00339.xzbMath0502.62079OpenAlexW2080802633MaRDI QIDQ3968343
Publication date: 1982
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1982.tb00339.x
Fourier transformskewnesstesting for Gaussianitylinearity of stationary time seriessimple estimator of bispectrum
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
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