Rescaled range analysis in the presence of stochastic trend (Q2643023): Difference between revisions
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Revision as of 08:57, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rescaled range analysis in the presence of stochastic trend |
scientific article |
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Rescaled range analysis in the presence of stochastic trend (English)
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23 August 2007
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compound Poisson process
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long memory
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long-range dependence
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rescaled range analysis
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rescaled variance analysis
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\(R/S\) statistic
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stochastic trend
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\(V/S\) statistic
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