The law of iterated logarithm of rescaled range statistics for AR(1) model (Q2508568): Difference between revisions

@@ Property / author @@
-Zheng Yan Lin
@@ Property / author: Zheng Yan Lin / rank @@
-Normal rank
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+Zheng Yan Lin
@@ Property / author: Zheng Yan Lin / 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/10.1007/s10114-005-0553-1
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@@ Property / OpenAlex ID @@
+W2065804065
@@ Property / OpenAlex ID: W2065804065 / rank @@
+Normal rank
@@ Property / cites work @@
+The Expected Value of the Adjusted Rescaled Hurst Range of Independent Normal Summands
+Normal rank
@@ Property / cites work @@
+The Asymptotic Distribution of the Range of Sums of Independent Random Variables
+Normal rank
@@ Property / cites work @@
+Long-Term Memory in Stock Market Prices
@@ Property / cites work: Long-Term Memory in Stock Market Prices / rank @@
+Normal rank
@@ Property / cites work @@
+Limit theorems on the self-normalized range for weakly and strongly dependent processes
+Normal rank
@@ Property / cites work @@
+Stock market prices and long-range dependence
@@ Property / cites work: Stock market prices and long-range dependence / rank @@
+Normal rank
@@ Property / cites work @@
+The law of the iterated logarithm for the rescaled R/S statistics without the second moment
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@@ Property / cites work @@
+The law of iterated logarithm for \(R/S\) statistics
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@@ Property / cites work @@
+Q3395931
@@ Property / cites work: Q3395931 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2508568