A critical look at Lo's modified \(R/S\) statistic. (Q1304363): Difference between revisions

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+Wavelet analysis of long-range-dependent traffic
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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+The Expected Value of the Adjusted Rescaled Hurst Range of Independent Normal Summands
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+Time series: theory and methods.
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+The Asymptotic Distribution of the Range of Sums of Independent Random Variables
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+The distribution of the maximum Brownian excursion
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+Long-Term Memory in Stock Market Prices
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+ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY
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+Stock market prices and long-range dependence
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+Q127976794
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+https://doi.org/10.1016/s0378-3758(98)00250-x
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