One-way analysis of variance with long memory errors and its application to stock return data

Inducing normality from non-Gaussian lon

Inducing normality from non-Gaussian long memory time series and its application to stock return data

✍ Kyungduk Ko 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 160 KB 👁 1 views

## Abstract Motivated by Lee and Ko (__Appl. Stochastic Models. Bus. Ind.__ 2007; **23**:493–502) but not limited to the study, this paper proposes a wavelet‐based Bayesian power transformation procedure through the well‐known Box–Cox transformation to induce normality from non‐Gaussian long memory