Bera, Anil; Doğan, Osman; Taspinar, Suleyman Distribution of test statistics under parameter uncertainty for time series data: an application to testing skewness, kurtosis and normality. (English) Zbl 1499.62087 Hacet. J. Math. Stat. 51, No. 1, 253-272 (2022). MSC: 62F03 62F05 62F35 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Bera, Anil K.; Doğan, Osman; Taşpınar, Süleyman Asymptotic variance of test statistics in the ML and QML frameworks. (English) Zbl 1458.62067 J. Stat. Theory Pract. 15, No. 1, Paper No. 2, 25 p. (2021). MSC: 62F05 62F12 62E20 × Cite Format Result Cite Review PDF Full Text: DOI