@inproceedings{791c08d5d4e94f6099760a54a6bde33a,
title = "Testing that a stationary time-series is Gaussian: Time-domain vs. frequency-domain approaches",
abstract = "Several frequency-domain and time-domain procedures for testing that a stationary time-series are Gaussian are presented. Closed-form expressions of the asymptotic distribution of the test statistics under the null hypothesis of Gaussianity are derived. These procedures are then compared and assessed in two typical examples of applications (i) the detection of additive non-Gaussian outliers in stationary Gaussian noise with unknown covariance and (ii) the detection of the presence of contaminating values from non-symmetric distributions.",
author = "E. Moulines and \{Dalle Molle\}, \{J. W.\} and K. Choukri and M. Charbit",
note = "Publisher Copyright: {\textcopyright} 1993 IEEE.; 1993 IEEE Signal Processing Workshop on Higher-Order Statistics, HOST 1993 ; Conference date: 07-06-1993 Through 09-06-1993",
year = "1993",
month = jan,
day = "1",
doi = "10.1109/HOST.1993.264540",
language = "English",
series = "Proceedings - IEEE Signal Processing Workshop on Higher-Order Statistics, HOST 1993",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
pages = "336--340",
booktitle = "Proceedings - IEEE Signal Processing Workshop on Higher-Order Statistics, HOST 1993",
}