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A random-projection based test of Gaussianity for stationary processes.

Alicia Nieto-ReyesJuan Antonio Cuesta-AlbertosFabrice Gamboa
Published in: Comput. Stat. Data Anal. (2014)
Keyphrases
  • non stationary
  • case study
  • computationally efficient
  • information retrieval
  • search engine
  • multiscale