Distribution of test statistics under parameter uncertainty for time series data: an application to testing skewness, kurtosis and normality
DOI10.15672/hujms.802601zbMath1499.62087OpenAlexW3210145963MaRDI QIDQ5074248
Osman Doğan, Anil K. Bera, 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
asymptotic variancekurtosisMLEparameter uncertaintyskewnessinferencetest statisticsQMLEnormality tests
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35) Asymptotic properties of parametric tests (62F05)
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