Rescaled range analysis in the presence of stochastic trend (Q2643023): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q392094 |
||
Property / author | |||
Property / author: Josef G. Steinebach / rank | |||
Revision as of 09:32, 14 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Rescaled range analysis in the presence of stochastic trend |
scientific article |
Statements
Rescaled range analysis in the presence of stochastic trend (English)
0 references
23 August 2007
0 references
compound Poisson process
0 references
long memory
0 references
long-range dependence
0 references
rescaled range analysis
0 references
rescaled variance analysis
0 references
\(R/S\) statistic
0 references
stochastic trend
0 references
\(V/S\) statistic
0 references