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

Statistical Methods and Applications

Volumn 19, Issue 2, 2010, Pages 193-215

  Boutahar, Mohamed ^a  

^a Centre National de la Recherche Scientifique   (France)

Author keywords

Hermite polynomials; Jarque Bera normality test; Kurtosis; Long memory data; Skewness

Indexed keywords

EID: 77952545059     PISSN: 16182510     EISSN: 1613981X     Source Type: Journal    
DOI: 10.1007/s10260-009-0124-1     Document Type: Article

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