d

$Y_t$

$E\left(Y_t\right)$

$\left({\mu }_y\right)$

${\mu }_2\left(d\right)$

$\left(\mathrm{var}\left(Y_t\right)\right)$

${\mu }_3\left(d\right)$

${\mu }_4\left(d\right)$

${\beta }_1$

${\beta }_2$

1

$X_t$

0

${\sigma }^2$

0

$3{\sigma }^4$

0

3.000

2

$X_t^2$

${\sigma }^2$

$2{\sigma }^4$

$8{\sigma }^6$

$60{\sigma }^8$

2.828

15.000

3

$X_t^3$

0

$15{\sigma }^6$

0

$10395{\sigma }^{12}$

0

46.200

4

$X_t^4$

$3{\sigma }^4$

$96{\sigma }^8$

$9504{\sigma }^{12}$

$1907712{\sigma }^{16}$

10.104

207.00

5

$X_t^5$

0

$945{\sigma }^{10}$

0

$654729075{\sigma }^{20}$

0

733.159

6

$X_t^6$

$15{\sigma }^6$

$10170{\sigma }^{12}$

$33998400{\sigma }^{18}$

$3.142\times {10}^{11}{\sigma }^{24}$

33.150

3037.836