Distribución de la estadística de Jarque y Bera para la prueba de normalidad en una serie temporal estacionaria con datos faltantes
Keywords:
Missing values estimate, Jarque-Bera test, empiric distribution, bootstrapingAbstract
In this paper, we study the effect that produces the estimate of missing values in a time series in the distribution of the (Jarque- Bera, 1980) test of normality. The study is carried out via simulation and its character is exploratory. In this situation, the use of the bootstraping technique is recommended in order to obtain the empiric distribution of the statistic under consideration
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