The increment ratio statistic under deterministic trends (Q616536): Difference between revisions
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Revision as of 21:48, 21 February 2024
scientific article
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English | The increment ratio statistic under deterministic trends |
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The increment ratio statistic under deterministic trends (English)
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10 January 2011
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central limit theorem
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increment ratio statistic
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fractional Brownian motion
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Gaussian processes
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long memory
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