... yields the PDF and, therefore, the pdf of noise. No closed-formsolution exists in general for the two; however, power series expansion of the pdf is available — detailsmay be found in [18] and references ... 1351-1374, 1965.[2] Brillinger, D.R.,Time Series, Data Analysis and Theory,Holt, Rinehart and Winston, NewYork, 1975.[3] Subba Rao, T. and Gabr, M.M., A test for linearity of stationary time ... (pdf) ,all of which have their tails decay at rates lower than the rate of decay of the Gaussian pdf tails. Also,the proposed models are parameterized in such a way as to include Gaussian pdf...