  Gamma ray burst (GRB) time series is a non-stationary time series with all
its statistical properties varying with time. Considering that each GRB is a
different manifestation of the same stochastic process we studied the time
dependent as well as time averaged probability density function (\emph{pdf})
characterizing the underlying stochastic process. The \emph{pdf}s are fitted
with Gaussian distribution function and it has been argued that the Gaussian
\emph{pdf}s possibly indicate the turbulence origin of GRB. The spectral and
temporal evolution of GRBs are also studied through the evolution of spectral
forms, color-color diagrams and hysteresis loops. The results do not contradict
the turbulence interpretation of GRB.
