Distribution of test statistics under parameter uncertainty for time series data: an application to testing skewness, kurtosis and normality
DOI10.15672/HUJMS.802601zbMATH Open1499.62087OpenAlexW3210145963MaRDI QIDQ5074248FDOQ5074248
Authors: Anil K. Bera, Osman Doğan, Süleyman Taşpınar 
Publication date: 9 May 2022
Published in: Hacettepe Journal of Mathematics and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.15672/hujms.802601
Recommendations
normality testskurtosisskewnessasymptotic varianceinferenceMLEparameter uncertaintyQMLEtest statistics
Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of parametric tests (62F05) Robustness and adaptive procedures (parametric inference) (62F35)
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