A generalized skewness statistic for stationary ergodic martingale differences

DOI10.3103/S106653071003004XzbMath1282.60031MaRDI QIDQ2437896

Benjamin Kaehler, Ross A. Maller

Publication date: 10 March 2014

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

asymmetrycentral limit theoremmartingalestationaryskewnessergodic

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

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