Tests for departure from normality in the case of linear stochastic processes

Author:

Lomnicki Z. A.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference12 articles.

1. Bartlett, M. S.: On the theoretical specification and sampling properties of autocorrelated time series. J. Roy. Stat. Soc. (Suppl), 8 (1946), 27–41.

2. Cramér, H.: Mathematical Methods of Statistics, Princeton University Press, Princeton, 1946.

3. Fréchet, M. and Shohat, J.: A proof of a generalized second-limit theorem. Trans. Amer. Math. Soc., 33, (1931), 533–543.

4. Kendall, M. G.: The Advanced Theory of Statistics, Vol. I., Charles Griffin and Co., London, 1945.

5. Kendall, M. G.: Tables of autoregressive series. Biometrika, 36, (1949), 267–289.

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