Tests for Linearity and Gaussianity of Stationary Time Series
Part of the Lecture Notes in Statistics book series (LNS, volume 24)
The assumptions that are commonly made in time series analysis; are
that the process is stationary, and
that the process can be described by a linear model.
KeywordsSunspot Number Stationary Time Series Linear Time Series Wolfer Sunspot Number Wolfer Sunspot
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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© Springer-Verlag Berlin Heidelberg 1984