Testing That a Stationary Time Series is Gaussian

• 1 December 1987
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Statistics
• Vol. 15  (4) , 1683-1698
• https://doi.org/10.1214/aos/1176350618

Abstract

Keywords

• QUADRATIC FORM
• NORMAL DISTRIBUTION
• CHARACTERISTIC FUNCTION
• CHI SQUARE TEST
• GAUSSIAN PROCESS
• STOCHASTIC PROCESS
• WEAK CONVERGENCE
• GOODNESS OF FIT TEST
• SPECTRAL DENSITY
• CHI SQUARED TEST