Robust Testing for Normality of Error Terms with Presence of Autocorrelation and Conditional Heteroscedasticity

Lubos Strelec
, Milan Stehlik

Department of Data Acquisition and Data Quality

Research output: Chapter in Book/Report/Conference proceeding › Conference proceedings › peer-review

Original language	English
Title of host publication	AIP Conference Proceedings
Editors	Seenith Sivasundaram
Number of pages	6
Volume	1798
ISBN (Electronic)	9780735414648
DOIs	https://doi.org/10.1063/1.4972747
Publication status	Published - 2017

Fields of science

101018 Statistics
101024 Probability theory
101029 Mathematical statistics
102009 Computer simulation
509 Other Social Sciences

JKU Focus areas

Computation in Informatics and Mathematics
Social and Economic Sciences (in general)

Access to Document

10.1063/1.4972747

Other files and links

Homepage des IFAS

1 Finished
1 Active

Applications of Statistical Methods
Bitto-Nemling, A. (Researcher), Futschik, A. (Researcher), Hainy, M. (Researcher), Müller, W. (Researcher), Quatember, A. (Researcher), Tubikanec, I. (Researcher), Wagner, H. (Researcher), Waldl, H. (Researcher) & Duller, C. (PI)
01.01.2012 → 31.12.2032
Project: Other › Project from scientific scope of research unit
Statistical Inference in Complex Situations
Hermann, P. (Researcher) & Futschik, A. (PI)
01.12.2014 → 31.12.2025
Project: Other › Project from scientific scope of research unit

Cite this

@inproceedings{4af4911735a94dceb03210faa68d1bdb,

title = "Robust Testing for Normality of Error Terms with Presence of Autocorrelation and Conditional Heteroscedasticity",

author = "Lubos Strelec and Milan Stehlik",

year = "2017",

doi = "10.1063/1.4972747",

language = "English",

volume = "1798",

editor = "Seenith Sivasundaram",

booktitle = "AIP Conference Proceedings",

}