Behaviour of skewness, kurtosis and normality tests in long memory data
Year of publication: |
2010
|
---|---|
Authors: | Boutahar, Mohamed |
Published in: |
Statistical Methods and Applications. - Springer, ISSN 1618-2510. - Vol. 19.2010, 2, p. 193-215
|
Publisher: |
Springer |
Subject: | Hermite polynomials | Jarque–Bera normality test | Kurtosis | Long memory data | Skewness |
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