A SIMPLE TEST OF NORMALITY FOR TIME SERIES
From MaRDI portal
Publication:5719157
DOI10.1017/S0266466604204030zbMath1081.62066MaRDI QIDQ5719157
Carlos Velasco, Ignacio N. Lobato
Publication date: 17 January 2006
Published in: Econometric Theory (Search for Journal in Brave)
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Related Items
A random-projection based test of Gaussianity for stationary processes ⋮ White noise testing for functional 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 ⋮ Principal Component Analysis of Spatially Indexed Functions ⋮ Tests of Normality of Functional Data ⋮ Normality test in random coefficient autoregressive models ⋮ Matrix-valued isotropic covariance functions with local extrema ⋮ A power study of goodness-of-fit tests for multivariate normality implemented in R ⋮ Behaviour of skewness, kurtosis and normality tests in long memory data
Cites Work
- Tests for departure from normality in the case of linear stochastic processes
- Testing that a stationary time series is Gaussian
- Limiting behavior of the ICF test for normality under Gram-Charlier alternatives
- A new approach to the BHEP tests for multivariate normality
- Goodness-of-fit tests for correlated data
- Inference-Without-Smoothing in the Presence of Nonparametric Autocorrelation
- An analysis of variance test for normality (complete samples)
- A test for normality based on the empirical characteristic function
