Tests for Linearity and Gaussianity of Stationary Time Series

  • T. Subba Rao
  • M. M. Gabr
Part of the Lecture Notes in Statistics book series (LNS, volume 24)


The assumptions that are commonly made in time series analysis; are
  1. (i)

    that the process is stationary, and

  2. (ii)

    that the process can be described by a linear model.



Sunspot Number Stationary Time Series Linear Time Series Wolfer Sunspot Number Wolfer Sunspot 


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Copyright information

© Springer-Verlag Berlin Heidelberg 1984

Authors and Affiliations

  • T. Subba Rao
    • 1
  • M. M. Gabr
    • 2
  1. 1.Department of MathematicsUniversity of ManchesterManchesterEngland
  2. 2.Department of MathematicsUniversity of AlexandriaAlexandriaEgypt

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