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

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+Seasonal nonlinear long memory model for the US inflation rates
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+A Test of Goodness of Fit
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+Fractionally integrated generalized autoregressive conditional heteroskedasticity
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+Blind identification using the kurtosis with applications to field data
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+Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and Application
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+The detection and estimation of long memory in stochastic volatility
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+Identification of long memory in GARCH models
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+Non-central limit theorems for non-linear functional of Gaussian fields
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+On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models
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+Goodness-of-fit tests for correlated data
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+A robust modification of the Jarque-Bera test of normality
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+CLT and other limit theorems for functionals of Gaussian processes
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+Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series
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+A Test for Normality of Observations and Regression Residuals
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+A SIMPLE TEST OF NORMALITY FOR TIME SERIES
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+Tests for departure from normality in the case of linear stochastic processes
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+An analysis of variance test for normality (complete samples)
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+Weak convergence to fractional brownian motion and to the rosenblatt process
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+A comparison of various tests of normality
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