Distribution of test statistics under parameter uncertainty for time series data: an application to testing skewness, kurtosis and normality (Q5074248)
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scientific article; zbMATH DE number 7523314
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distribution of test statistics under parameter uncertainty for time series data: an application to testing skewness, kurtosis and normality |
scientific article; zbMATH DE number 7523314 |
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Distribution of test statistics under parameter uncertainty for time series data: an application to testing skewness, kurtosis and normality (English)
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9 May 2022
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normality tests
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skewness
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kurtosis
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asymptotic variance
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MLE
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QMLE
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inference
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parameter uncertainty
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test statistics
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