Testing Normality of Functional Time Series-Reference-Cited by-同舟云学术

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Testing Normality of Functional Time Series

Published:2017-12-29 Issue:4 Volume:39 Page:471-487
ISSN:0143-9782
Container-title:Journal of Time Series Analysis
language:en
Short-container-title:J. Time Ser. Anal.

Author:

Górecki Tomasz¹,Hörmann Siegfried²,Horváth Lajos³,Kokoszka Piotr⁴

Affiliation:

1. Faculty of Mathematics and Computer Science Adam Mickiewicz University Poznań Poland

2. Institute for Statistics Graz University of Technology Graz Austria

3. Department of Mathematics University of Utah Salt Lake City UT USA

4. Department of Statistics Colorado State University Fort Collins CO USA

Publisher

Wiley

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/jtsa.12281

Reference45 articles.

1. A Test of Goodness of Fit

2. Shape outlier detection and visualization for functional data: the outliergram

3. Tests for separability in nonparametric covariance operators of random surfaces

4. Tests for Skewness, Kurtosis, and Normality for Time Series Data

5. BrysG HubertM StruyfA.2004.A robustification of the Jarque–Bera test of normality. In: COMPSTAT'2004 Symposium. Physica‐Verlag/Springer; 753–760.

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