The increment ratio statistic under deterministic trends (Q616536): Difference between revisions

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Revision as of 18:04, 19 March 2024

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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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