A distance test of normality for a wide class of stationary processes
Year of publication: |
2015
|
---|---|
Authors: | Psaradakis, Zacharias G. ; Vávra, Marián |
Publisher: |
London : School of Economics, Mathematics an Statistics, Birkbeck College, Univ. of London |
Subject: | Distance test | Fractionally integrated process | Sieve bootstrap | Normality | Theorie | Theory | Statistischer Test | Statistical test | Bootstrap-Verfahren | Bootstrap approach | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process |
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