The rescaled variance statistic and the determination of the Hurst exponent (Q2575901): Difference between revisions

@@ Property / author @@
-Daniel O. Cajueiro
@@ Property / author: Daniel O. Cajueiro / rank @@
-Normal rank
@@ Property / author @@
-Benjamin Miranda Tabak
@@ Property / author: Benjamin Miranda Tabak / rank @@
-Normal rank
@@ Property / author @@
+Daniel O. Cajueiro
@@ Property / author: Daniel O. Cajueiro / rank @@
+Normal rank
@@ Property / author @@
+Benjamin Miranda Tabak
@@ Property / author: Benjamin Miranda Tabak / rank @@
+Normal rank
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+MaRDI publication profile
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+W2005605529
@@ Property / OpenAlex ID: W2005605529 / rank @@
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+Fractal characterization of the distribution of reactive sites over a rough catalyst surface
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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+On the power of the KPSS test of stationarity against fractionally-integrated alternatives
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+Long-Term Memory in Stock Market Prices
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+Q4740120
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+R/S analysis of pluviometric records: comparison with numerical experiments
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+The Modelling of Ethernet Data and of Signals that are Heavy‐tailed with Infinite Variance<sup>*</sup>
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@@ links / mardi / name / links / mardi / name @@
+Publication:2575901