References

  1. D. S.G. Pollock; Handbook of Time Series Analysis, Signal Processing, and Dynamics; Academic Press; Har/Cdr edition(Nov 17, 1999), ISBN: 125609906
  2. James Douglas Hamilton; Time Series Analysis; Princeton University Press; 1st edition(Jan 11, 1994), ISBN: 691042896
  3. Tsay, Ruey S.; Analysis of Financial Time Series; John Wiley & SONS; 2nd edition(Aug 30, 2005), ISBN: 0-471-690740
  4. Box, Jenkins and Reisel; Time Series Analysis: Forecasting and Control; John Wiley & SONS.; 4th edition(Jun 30, 2008), ISBN: 470272848
  5. Walter Enders; Applied Econometric Time Series; Wiley; 4th edition(Nov 03, 2014), ISBN: 1118808568
  6. Lange, K.L., Little, R.J.A., and Taylor, J.M.G.; "Robust Statistical Modeling Using the t-Distribution," Journal of the American Statistical Association 84, p. 881-896 (1989)
  7. Jarque, Carlos M. and Bera, Anil K.; "Efficient Tests for Normality, Homoscedasticity and Serial Independence of Regression Residuals," Economics Letters 6 (3), p. 255-259 (1980)
  8. Shapiro, S. S. and Wilk, M. B.; "An Analysis of Variance Test for Normality (Complete Samples)," Biometrika, 52, 3 and 4, p. 591-611 (1965)
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