The Use of Aggregate Time Series in Testing for Gaussianity
研究了使用加总时间序列对高斯性检验的影响，发现加总会诱导高斯性并降低检验功效，但低阶加总影响不显著。
Many time series encountered in practice are non‐Gaussian. Because of the process of data collection or the practice or researchers, time series used in analysis and modelling are frequently temporal aggregates. In this paper, we study the effects of the use of aggregate time series on testing for Gaussianity. We analyse how the test statistic is affected by aggregation and how that affects the power of the test. The results show that the use of aggregate time series induces Gaussianity and that the degree of inducement increases with the order of aggregation. In fact, the use of aggregate time series reduces the power of the test, although the effect is not significant for low orders of aggregation.