# An R package for Normality in Stationary Processes

@article{Matamoros2020AnRP, title={An R package for Normality in Stationary Processes}, author={Izhar Asael Alonzo Matamoros and Alicia Nieto-Reyes}, journal={arXiv: Computation}, year={2020} }

Normality is the main assumption for analyzing dependent data in several time series models, and tests of normality have been widely studied in the literature, however, the implementations of these tests are limited. The \textbf{nortsTest} package performs the tests of \textit{Lobato and Velasco, Epps, Psaradakis and Vavra} and \textit{random projection} for normality of stationary processes. In addition, the package offers visual diagnostics for checking stationarity and normality assumptions…

## One Citation

### Assessing normality in stationary stochastic processes Evaluación de normalidad en procesos estocásticos estacionarios

- Mathematics, Computer Science
- 2020

This work presents a discussion and references of the most common tests for normality in stationary processes, such as Epps, Lobato and Velasco, the random projections, and Psaradakis and Vavra, and proposes an alternative methodology for checking model’s assumptions inspired by the random projection results with promising results.

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