Publication:3378792
From MaRDI portal
zbMath1137.62367MaRDI QIDQ3378792
Publication date: 4 April 2006
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60F15: Strong limit theorems
46N30: Applications of functional analysis in probability theory and statistics
62M07: Non-Markovian processes: hypothesis testing
Related Items
A result on the almost sure convergence for the \(R/S\) statistic, A general pattern of asymptotic behavior of the \(R/S\) statistics for linear processes, Precise asymptotics in the law of the iterated logarithm for statistic, Precise asymptotics in the law of the logarithm for the rescaled range statistic