@inproceedings{2f3272a160dd4e64a79fa99f87af84b4,
title = "Class of time-domain procedures for testing that a stationary time series is Gaussian",
abstract = "In this contribution, a class of time-domain procedures for testing that a stationary time-series is Gaussian, is presented. These tests are based on minimum chi-square statistics in the deviations of certain sample statistics from their ensemble counterpart. Exact asymptotic distributions of these tests are derived under the null hypothesis of Gaussianity and under a class of local and fixed alternatives. Two specific tests are then developed, based respectively on the third-order and the fourth-order moments and on the characteristic functions. Extensive simulations are presented to illustrate the power of the test against various alternatives (including additive and non-additive contaminations and non-linear serial dependence.",
author = "Eric Moulines and Karim Choukri and Cardoso, \{Jean Francois\}",
year = "1994",
month = dec,
day = "1",
language = "English",
isbn = "0819416207",
series = "Proceedings of SPIE - The International Society for Optical Engineering",
publisher = "Society of Photo-Optical Instrumentation Engineers",
pages = "138--149",
editor = "Luk, \{Franklin T.\}",
booktitle = "Proceedings of SPIE - The International Society for Optical Engineering",
note = "Advanced Signal Processing: Algorithms, Architectures, and Implementations V ; Conference date: 24-07-1994 Through 27-07-1994",
}