Pages that link to "Item:Q5719157"
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The following pages link to A SIMPLE TEST OF NORMALITY FOR TIME SERIES (Q5719157):
Displaying 13 items.
- Behaviour of skewness, kurtosis and normality tests in long memory data (Q257542) (← links)
- A random-projection based test of Gaussianity for stationary processes (Q1623481) (← links)
- Distribution of test statistics under parameter uncertainty for time series data: an application to testing skewness, kurtosis and normality (Q5074248) (← links)
- On Sample Skewness and Kurtosis (Q5080552) (← links)
- Normality tests for dependent data: large-sample and bootstrap approaches (Q5087935) (← links)
- A power study of goodness-of-fit tests for multivariate normality implemented in R (Q5219964) (← links)
- Tests of Normality of Functional Data (Q6064134) (← links)
- Normality test in random coefficient autoregressive models (Q6124770) (← links)
- White noise testing for functional time series (Q6158229) (← links)
- Matrix-valued isotropic covariance functions with local extrema (Q6189147) (← links)
- Testing Error Distribution by Kernelized Stein Discrepancy in Multivariate Time Series Models (Q6586892) (← links)
- Multivariate normality tests for serially correlated data (Q6605919) (← links)
- Generic Conditions for Forecast Dominance (Q6617816) (← links)
