This paper introduces a Gaussianity test for causal invertible time series. It is based on a quadratic form in differences between sample means and expected ...

This paper introduces a Gaussianity test for causal invertible time series. It is based on a quadratic form in differences between sample means and expected ...

We investigate in this paper a Bickel–Rosenblatt test of goodness-of-fit for the density of the noise in an autoregressive model. Since the seminal work of ...

Asymptotically invariant Gaussianity test for causal invertible time series. 1997, pp. 3713, vol. 5. DOI Bookmark: 10.1109/ICASSP.1997.604675. Keywords. Authors

This paper introduces a Gaussianity test for causal invertible time series. It is based on a quadratic form in differences between sample means and expected ...

a Gaussianity test recently developed by Ojeda et al. for causal invertible time series. The first step of this test is adaptive linear prediction. It is ...

Steps for forecasting: (1) Identify the appropriate model. That is, determine p, q. (2) Estimate the model. (3) Test the model. (4) ...

Thanks to the Gaussian assumption, exact tests for this null-hypothesis exist, for example, with the Chow test. (Chow, 1960). This is implemented in the R- ...

Oct 30, 2023 · This paper introduces new techniques for estimating, identifying and simulating mixed causal- noncausal invertible-noninvertible models.

Moulines, Asymptotically invariant Gaussianity test for causal invertible time series, 1997 IEEE International Conference on Acoustics, Speech, and Signal ...