Normality testing for a long-memory sequence using the empirical moment generating function
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Date
2013-05
Publication Type
Journal Article
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yes
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published
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Journal / series
Volume
143 (5)
Pages / Article No.
944 - 954
Publisher
Elsevier
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Subject
Empirical moment generating function; Gaussian subordination; Goodness-of-fit tests; Hermite polynomials; Long-range dependence; Normality testing
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Notes
Received 19 January 2008, Revised 12 September 2012, Accepted 25 October 2012, Published online 14 November 2012.