A generalized skewness statistic for stationary ergodic martingale differences

Kaehler, Benjamin; Maller, Ross

Cultural advice

The Australian National University acknowledges, celebrates and pays our respects to the Ngunnawal and Ngambri people of the Canberra region and to all First Nations Australians on whose traditional lands we meet and work, and whose cultures are among the oldest continuing cultures in human history.

Aboriginal and Torres Strait Islander peoples are advised that ANU Library collections may include images, names, voices, and other representations of deceased persons.

Material in the collection may contain terms, language or views that reflect the period in which the item was created and may be considered inappropriate today.

A generalized skewness statistic for stationary ergodic martingale differences

Date

2010

Authors

Kaehler, Benjamin

Maller, Ross

Publisher

Allerton Press

Abstract

We present a class of generalized skewness statistics depending on a parameter β < 0 and containing the usual skewness statistic when β = 3, but providing greater flexibility for modelling and testing skewness when β ≠ 3. The statistics' suitability

URI

http://hdl.handle.net/1885/79720

Collections

Open Access Research

Source

Mathematical Methods of Statistics

Type

Journal article

DOI

10.3103/S106653071003004X

Full item page

Cultural advice

A generalized skewness statistic for stationary ergodic martingale differences

Date

Authors

Journal Title

Journal ISSN

Volume Title

Publisher

Abstract

Description

Keywords

Citation

URI

Collections

Source

Type

Book Title

Entity type

Access Statement

License Rights

DOI

Restricted until