Rescaled range analysis in the presence of stochastic trend (Q2643023): Difference between revisions

@@ Property / author @@
-Josef G. Steinebach
@@ Property / author: Josef G. Steinebach / rank @@
-Normal rank
@@ Property / author @@
+Josef G. Steinebach
@@ Property / author: Josef G. Steinebach / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2007.03.003
+Normal rank
@@ Property / OpenAlex ID @@
+W2043859517
@@ Property / OpenAlex ID: W2043859517 / rank @@
+Normal rank
@@ Property / cites work @@
+The Hurst effect under trends
@@ Property / cites work: The Hurst effect under trends / rank @@
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+Long memory and regime switching
@@ Property / cites work: Long memory and regime switching / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for long memory in the presence of a general trend
+Normal rank
@@ Property / cites work @@
+Rescaled variance and related tests for long memory in volatility and levels
+Normal rank
@@ Property / cites work @@
+Q5812325
@@ Property / cites work: Q5812325 / rank @@
+Normal rank
@@ Property / cites work @@
+Long memory and stochastic trend.
@@ Property / cites work: Long memory and stochastic trend. / rank @@
+Normal rank
@@ Property / cites work @@
+A note on the approximation of the uniform empirical process
+Normal rank
@@ Property / cites work @@
+Q4327561
@@ Property / cites work: Q4327561 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3395931
@@ Property / cites work: Q3395931 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2643023