Behaviour of skewness, kurtosis and normality tests in long memory data

Mohamed Boutahar

Statistical Methods & Applications, 2010, vol. 19, issue 2, 193-215

Keywords: Hermite polynomials; Jarque–Bera normality test; Kurtosis; Long memory data; Skewness (search for similar items in EconPapers)
Date: 2010
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DOI: 10.1007/s10260-009-0124-1

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