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scientific article; zbMATH DE number 7139743
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scientific article; zbMATH DE number 7139743

    Statements

    author
    Joo-Mok Kim
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    publication date
    4 December 2019
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    Mathematics Subject Classification ID
    60G10
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    60G18
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    60G51
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    62M10
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    zbMATH DE Number
    7139743
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    zbMATH Keywords
    self-similarity
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    Hurst parameter
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    FARIMA
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    modified \(R/S\) statistic
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    power spectrum density
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