Normality tests for dependent data: large-sample and bootstrap approaches
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Publication:5087935
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- scientific article; zbMATH DE number 1983901 (Why is no real title available?)
- A SIMPLE TEST OF NORMALITY FOR TIME SERIES
- A Test for Normality of Observations and Regression Residuals
- A bootstrap test for time series linearity
- A consistent test for multivariate normality based on the empirical characteristic function
- A test for normality based on the empirical characteristic function
- An analysis of variance test for normality (complete samples)
- An approximate method for generating asymmetric random variables
- An asymptotically optimal selection of the order of a linear process
- An empirical power comparison of univariate goodness-of-fit tests for normality
- Asymptotic distribution of the Shapiro-Wilk W for testing for normality
- Asymptotic results for goodness-of-fit statistics with unknown parameters
- Asymptotically efficient selection of the order of the model for estimating parameters of a linear process
- Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases
- Bias of some commonly-used time series estimates
- Bispectral-based goodness-of-fit tests of Gaussianity and linearity of stationary time series
- Bootstrap Confidence Regions Computed from Autoregressions of Arbitrary Order
- Bootstrap based goodness-of-fit-tests
- Bootstrapping autoregressive and moving average parameter estimates of infinite order vector autoregressive processes
- Bootstrapping parameter estimated degenerate \(U\) and \(V\) statistics
- Closure of linear processes
- Comparisons of various types of normality tests
- Consistency of general bootstrap methods for degenerate \(U\)-type and \(V\)-type statistics
- Degenerate \(U\)- and \(V\)-statistics under ergodicity: asymptotics, bootstrap and applications in statistics
- Degenerate \(U\)- and \(V\)-statistics under weak dependence: asymptotic theory and bootstrap consistency
- Finite sample properties and asymptotic efficiency of Monte Carlo tests
- Foundations of time series analysis and prediction theory
- Goodness-of-fit testing based on a weighted bootstrap: a fast large-sample alternative to the parametric bootstrap
- Goodness-of-fit tests when parameters are estimated
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- ORDER IDENTIFICATION STATISTICS IN STATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODELS:VECTOR AUTOCORRELATIONS AND THE BOOTSTRAP
- On the number of bootstrap simulations required to construct a confidence interval
- On the range of validity of the autoregressive sieve bootstrap
- Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes
- Recent and classical tests for normality - a comparative study
- Sieve bootstrap for time series
- Stationary distribution of absolute autoregression
- TESTING FOR GAUSSIANITY AND LINEARITY OF A STATIONARY TIME SERIES
- Testing Statistical Hypotheses
- Testing normality: a GMM approach
- Testing that a stationary time series is Gaussian
- Time series: theory and methods.
- Weak convergence of the sample distribution function when parameters are estimated
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