Behaviour of skewness, kurtosis and normality tests in long memory data (Q257542): Difference between revisions

@@ Property / DOI @@
-.1007/s10260-009-0124-1
@@ Property / DOI: 10.1007/s10260-009-0124-1 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+E10
@@ Property / Mathematics Subject Classification ID: 62E10 / rank @@
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@@ Property / zbMATH DE Number @@
+6557242
@@ Property / zbMATH DE Number: 6557242 / rank @@
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@@ Property / zbMATH Keywords @@
+Hermite polynomials
@@ Property / zbMATH Keywords: Hermite polynomials / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Jarque-Bera normality test
@@ Property / zbMATH Keywords: Jarque-Bera normality test / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+kurtosis
@@ Property / zbMATH Keywords: kurtosis / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+long memory data
@@ Property / zbMATH Keywords: long memory data / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+skewness
@@ Property / zbMATH Keywords: skewness / rank @@
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@@ Property / describes a project that uses @@
+longmemo
@@ Property / describes a project that uses: longmemo / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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+https://doi.org/10.1007/s10260-009-0124-1
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+W2038734509
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@@ Property / cites work @@
+Seasonal nonlinear long memory model for the US inflation rates
+Normal rank
@@ Property / cites work @@
+A Test of Goodness of Fit
@@ Property / cites work: A Test of Goodness of Fit / rank @@
+Normal rank
@@ Property / cites work @@
+Fractionally integrated generalized autoregressive conditional heteroskedasticity
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@@ Property / cites work @@
+Q4865042
@@ Property / cites work: Q4865042 / rank @@
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@@ Property / cites work @@
+Blind identification using the kurtosis with applications to field data
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@@ Property / cites work @@
+Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and Application
+Normal rank
@@ Property / cites work @@
+Q4066363
@@ Property / cites work: Q4066363 / rank @@
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@@ Property / cites work @@
+The detection and estimation of long memory in stochastic volatility
+Normal rank
@@ Property / cites work @@
+Identification of long memory in GARCH models
@@ Property / cites work: Identification of long memory in GARCH models / rank @@
+Normal rank
@@ Property / cites work @@
+Non-central limit theorems for non-linear functional of Gaussian fields
+Normal rank
@@ Property / cites work @@
+Q2778406
@@ Property / cites work: Q2778406 / rank @@
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@@ Property / cites work @@
+On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models
+Normal rank
@@ Property / cites work @@
+Goodness-of-fit tests for correlated data
@@ Property / cites work: Goodness-of-fit tests for correlated data / rank @@
+Normal rank
@@ Property / cites work @@
+A robust modification of the Jarque-Bera test of normality
+Normal rank
@@ Property / cites work @@
+CLT and other limit theorems for functionals of Gaussian processes
+Normal rank
@@ Property / cites work @@
+Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series
+Normal rank
@@ Property / cites work @@
+A Test for Normality of Observations and Regression Residuals
+Normal rank
@@ Property / cites work @@
+A SIMPLE TEST OF NORMALITY FOR TIME SERIES
@@ Property / cites work: A SIMPLE TEST OF NORMALITY FOR TIME SERIES / rank @@
+Normal rank
@@ Property / cites work @@
+Tests for departure from normality in the case of linear stochastic processes
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@@ Property / cites work @@
+An analysis of variance test for normality (complete samples)
+Normal rank
@@ Property / cites work @@
+Weak convergence to fractional brownian motion and to the rosenblatt process
+Normal rank
@@ Property / cites work @@
+A comparison of various tests of normality
@@ Property / cites work: A comparison of various tests of normality / rank @@
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@@ Property / DOI @@
+.1007/S10260-009-0124-1
@@ Property / DOI: 10.1007/S10260-009-0124-1 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:257542