@inproceedings{1eed0877c1234da5aa4b5141bf746f29,
title = "Testing that a multivariate stationary time-series is Gaussian",
abstract = "These tests are based on quadratic form in deviations of certain sample statistics from their ensemble counterpart, minimised with respect to the unknown parameters. They are shown to converge under the null hypothesis to a chi-squared distribution. A specific test is developed on the basis of the difference between the sample estimate and the ensemble average characteristic functions. Preliminary results demonstrate the discriminative power of the test against various types of alternatives.",
author = "E. Moulines and K. Choukri and M. Sharbit",
note = "Publisher Copyright: {\textcopyright} 1992 IEEE.; 6th IEEE SP Workshop on Statistical Signal and Array Processing, SSAP 1992 ; Conference date: 07-10-1992 Through 09-10-1992",
year = "1992",
month = jan,
day = "1",
doi = "10.1109/SSAP.1992.246818",
language = "English",
series = "1992 IEEE 6th SP Workshop on Statistical Signal and Array Processing, SSAP 1992 - Conference Proceedings",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
pages = "185--188",
booktitle = "1992 IEEE 6th SP Workshop on Statistical Signal and Array Processing, SSAP 1992 - Conference Proceedings",
}