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Tendency towards normality of linear combinations of random variables

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  • C. Granger

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  • C. Granger, 1976. "Tendency towards normality of linear combinations of random variables," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 23(1), pages 237-248, December.
    • Handle: RePEc:spr:metrik:v:23:y:1976:i:1:p:237-248
    DOI: 10.1007/BF01902870
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    References listed on IDEAS

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    1. Z. Lomnicki, 1961. "Tests for departure from normality in the case of linear stochastic processes," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 4(1), pages 37-62, December.
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    Cited by:

    1. Gilles R. Ducharme & Pierre Lafaye de Micheaux, 2004. "Goodness‐of‐fit tests of normality for the innovations in ARMA models," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(3), pages 373-395, May.
    2. de Menezes, Lilian M. & Bunn, Derek W., 1998. "The persistence of specification problems in the distribution of combined forecast errors," International Journal of Forecasting, Elsevier, vol. 14(3), pages 415-426, September.

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