The following pages link to The increment ratio statistic (Q2476149):
Displaying 7 items.
- Measuring the roughness of random paths by increment ratios (Q453302) (← links)
- The increment ratio statistic under deterministic trends (Q616536) (← links)
- An adaptive estimator of the memory parameter and the goodness-of-fit test using a multidimensional increment ratio statistic (Q764492) (← links)
- A two-sample test for comparison of long memory parameters (Q990895) (← links)
- An estimator of the tail index based on increment ratio statistics (Q1044758) (← links)
- Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics (Q1695674) (← links)
- Forecasting with fractional Brownian motion: a financial perspective (Q5092662) (← links)
