Pages that link to "Item:Q4776672"
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The following pages link to Limit theorems on the self-normalized range for weakly and strongly dependent processes (Q4776672):
Displaying 39 items.
- Benoît Mandelbrot and fractional Brownian motion (Q254347) (← links)
- The Hurst phenomenon and the rescaled range statistic (Q335652) (← links)
- A result on the almost sure convergence for the \(R/S\) statistic (Q409888) (← links)
- The asymptotic behavior of the R/S statistic for fractional Brownian motion (Q618011) (← links)
- Estimating long-range dependence in the presence of periodicity: An empirical study (Q699423) (← links)
- Testing for long memory in the Asian foreign exchange rates (Q863018) (← links)
- Point process diagnostics based on weighted second-order statistics and their asymptotic properties (Q904056) (← links)
- Testing for long-term memory in yen/dollar exchange rate (Q1000360) (← links)
- Estimation of Hurst exponent revisited (Q1020115) (← links)
- A comparison of techniques of estimation in long-memory processes. (Q1128623) (← links)
- Persistence in real variables under alternative exchange rate regimes. Some multi-country evidence (Q1328006) (← links)
- Deciding between I(1) and I(0) (Q1341206) (← links)
- Estimation of the fractionally differencing parameter with the R/S method (Q1350272) (← links)
- Long-term dependence in stock returns (Q1391610) (← links)
- An integrate-and-fire model to generate spike trains with long-range dependence (Q1628248) (← links)
- Long memory versus structural breaks: an overview (Q1762969) (← links)
- The law of the iterated logarithm for the rescaled R/S statistics without the second moment (Q1767858) (← links)
- Rescaled variance and related tests for long memory in volatility and levels (Q1868970) (← links)
- Extreme value theory, ergodic theory and the boundary between short memory and long memory for stationary stable processes. (Q1879832) (← links)
- Adjusted-range self-normalized confidence interval construction for censored dependent data (Q2096226) (← links)
- On a class of estimation and test for long memory (Q2153233) (← links)
- Local and implied volatilities with the mixed-modified-fractional-Dupire model (Q2169607) (← links)
- Testing for boundary conditions in case of fractionally integrated processes (Q2218638) (← links)
- Not all estimators are born equal: the empirical properties of some estimators of long memory (Q2227406) (← links)
- A comparison of Hurst exponent estimators in long-range dependent curve time series (Q2246897) (← links)
- A general pattern of asymptotic behavior of the \(R/S\) statistics for linear processes (Q2254745) (← links)
- Precise asymptotics in the law of the iterated logarithm for statistic (Q2258710) (← links)
- The law of iterated logarithm of rescaled range statistics for AR(1) model (Q2508568) (← links)
- Precise asymptotics in the law of the logarithm for the rescaled range statistic (Q2512580) (← links)
- Fast computation and practical use of amplitudes at non-Fourier frequencies (Q2666997) (← links)
- Rank-based change-point analysis for long-range dependent time series (Q2676918) (← links)
- Heterogeneous expectations and long-range correlation of the volatility of asset returns (Q2866365) (← links)
- LIL for the Adjusted Range of Partial Sums in AR(1) Models with Possibly Infinite Variance (Q2931564) (← links)
- Asymptotic Properties of the<i>R</i>/<i>S</i>Statistics for Linear Processes (Q3100643) (← links)
- An Empirical Strategy to Detect Spurious Effects in Long Memory and Occasional-Break Processes (Q3616259) (← links)
- LONG RANGE DEPENDENCE, UNBALANCED HAAR WAVELET TRANSFORMATION AND CHANGES IN LOCAL MEAN LEVEL (Q3618923) (← links)
- Weak convergence to fractional brownian motion and to the rosenblatt process (Q4057868) (← links)
- Limit theorems for sums of dependent random variables occurring in statistical mechanics (Q4139442) (← links)
- Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach (Q6152637) (← links)