Pages that link to "Item:Q775926"
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The following pages link to Tests for departure from normality in the case of linear stochastic processes (Q775926):
Displaying 14 items.
- Behaviour of skewness, kurtosis and normality tests in long memory data (Q257542) (← links)
- Tendency towards normality of linear combinations of random variables (Q1233693) (← links)
- An appraisal of the Box-Jenkins approach to univariate time series analysis (Q1243988) (← links)
- Tests for Gaussianity and linearity of multivariate stationary time series (Q1299553) (← links)
- Testing Normality for Linear AR(<b><i>p</i></b>) Models (Q3155301) (← links)
- ARMA MODELS WITH ARCH ERRORS (Q3341736) (← links)
- Intertemporal consumer behaviour under structural changes in income (Q3350623) (← links)
- Testing for volatility interactions in the Constant Conditional Correlation GARCH model (Q3566443) (← links)
- Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models (Q4898338) (← links)
- Granger-causal analysis of GARCH models: A Bayesian approach (Q5034254) (← links)
- Distribution of test statistics under parameter uncertainty for time series data: an application to testing skewness, kurtosis and normality (Q5074248) (← links)
- Testing asymmetry in financial time series (Q5440109) (← links)
- A SIMPLE TEST OF NORMALITY FOR TIME SERIES (Q5719157) (← links)
- Goodness-of-fit tests for Laplace, Gaussian and exponential power distributions based on <i>λ</i>-th power skewness and kurtosis (Q5880773) (← links)
