Pages that link to "Item:Q4117201"

The following pages link to The Expected Value of the Adjusted Rescaled Hurst Range of Independent Normal Summands (Q4117201):

Displaying 12 items.

• The Hurst phenomenon and the rescaled range statistic (Q335652) (← links)
• The historically adjusted range and the historically rescaled adjusted range (Q921737) (← links)
• Estimation of Hurst exponent revisited (Q1020115) (← links)
• The discrete Hurst range for skew independent two-valued inflows (Q1111877) (← links)
• A critical look at Lo's modified \(R/S\) statistic. (Q1304363) (← links)
• Estimation of the fractionally differencing parameter with the R/S method (Q1350272) (← links)
• Approximating the distribution of the maximum partial sum of normal deviates (Q1578215) (← links)
• Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence (Q1600522) (← links)
• Return anomalies on the Nikkei: are they statistical illusions? (Q1776600) (← links)
• Long memory processes and fractional integration in econometrics (Q1922357) (← links)
• COVID-19 and credit risk: a long memory perspective (Q2138614) (← links)
• The law of iterated logarithm of rescaled range statistics for AR(1) model (Q2508568) (← links)