A critical look at Lo's modified \(R/S\) statistic.

DOI10.1016/S0378-3758(98)00250-XzbMath1044.60508OpenAlexW2072266493WikidataQ127976794 ScholiaQ127976794MaRDI QIDQ1304363

Walter Willinger, Murad S. Taqqu, Vadim Teverovsky

Publication date: 1999

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(98)00250-x

Mathematics Subject Classification ID

Self-similar stochastic processes (60G18) Graphical methods in statistics (62A09)

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Uses Software

• longmemo

Cites Work

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