Normality testing for a long-memory sequence using the empirical moment generating function
- Journal Article
Journal / seriesJournal of statistical planning and inference
SubjectEmpirical moment generating function; Gaussian subordination; Goodness-of-fit tests; Hermite polynomials; Long-range dependence; Normality testing
NotesReceived 19 January 2008, Revised 12 September 2012, Accepted 25 October 2012, Published online 14 November 2012.
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