# Forecasting Skew & Kurtosis

I have seen several models for estimating the expected value and variance of a distribution. I am curious, to learn if anyone has looked at models that extend beyond these first two moments especially skew & kurtosis. I will be grateful if you could share your thoughts.

• Do you mean forecasting in the time series sense? Are you looking to build models for time varying skewness and kurtosis? Jan 29 '15 at 5:22
• It is unclear what you are asking.
– Tim
Jan 29 '15 at 8:01

• Chapter 5 of our book: Rose and Smith, Mathematical Statistics with Mathematica $\rightarrow$ a free download is available at: http://www.mathstatica.com/book/bookcontents.html , or