university of manchester - testing nonstationary time series for...
TRANSCRIPT
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Testing Nonstationary Time Series forGaussianity and Linearity using the EvolutionaryBispectrum: An application to Internet Traffic
Data
Subba Rao, T and Tsolaki, E
2006
MIMS EPrint: 2006.43
Manchester Institute for Mathematical SciencesSchool of Mathematics
The University of Manchester
Reports available from: http://eprints.maths.manchester.ac.uk/And by contacting: The MIMS Secretary
School of Mathematics
The University of Manchester
Manchester, M13 9PL, UK
ISSN 1749-9097
http://eprints.maths.manchester.ac.uk/
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Testing Nonstationary Time Series forGaussianity and Linearity usingthe Evolutionary Bispectrum:
An application to Internet Traffic Data
T. Subba Rao & Eleni P. Tsolaki
First version: 23 September 2005
Research Report No. 7, 2005, Probability and Statistics Group
School of Mathematics, The University of Manchester
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