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Identifying distributions in time series

  1. Apr 4, 2005 #1
    Given a time series Yt, how can you decide what distribution the values obey, if any? In particular, is there a way to make sure the time series obeys a Gaussian distribution?

    Thanks,

    Frank
     
  2. jcsd
  3. Apr 5, 2005 #2

    mathman

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    Science Advisor

    Essentially you have a statistics question, not a probability question. In other words, without any other information, all you can do is set up some sort of interval structure and count how many events fall into each interval.
     
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