The Hurst effect under trends

DOI10.2307/3213900zbMath0526.60027WikidataQ101246431 ScholiaQ101246431MaRDI QIDQ3040228

Edward C. Waymire, Vijay K. Gupta, Rabi N. Bhattacharya

Publication date: 1983

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3213900

zbMATH Keywords

Hurst exponent; weakly dependent random variables

Mathematics Subject Classification ID

60G10: Stationary stochastic processes

60F17: Functional limit theorems; invariance principles

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