About the parabolic relation existing between the skewness and the kurtosis in time series of experimental data

Details About the parabolic relation existing between the skewness and the kurtosis in time series of experimental data About the parabolic relation existing between the skewness and the kurtosis in time series of experimental data

2009-02-12

arxiv.org/abs/0902.2053v1

Physica Scripta 79 (2009) 045006

Physics

Data Analysis, Statistics and Probability

To appear in Physica Scripta

Scientific paper

10.1088/0031-8949/79/04/045006

In this work we investigate the origin of the parabolic relation between skewness and kurtosis often encountered in the analysis of experimental time-series. We argue that the numerical values of the coefficients of the curve may provide informations about the specific physics of the system studied, whereas the analytical curve per se is a fairly general consequence of a few constraints expected to hold for most systems.

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