Frequency domain tests of multivariate gaussianity and linearity

Journal of Time Series Analysis

Volumn 18, Issue 2, 1997, Pages 181-194

  Wong, Woon ^a  

^a NONE

Author keywords

Cumulants of random matrices; Higher order cumulant and spectral vectors; Linear representation; Stationary multivariate linear and Gaussian time series; Testing of multivariate Gaussianity and linearity

Indexed keywords

EID: 0010055720     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00045     Document Type: Article

References (18)

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