A general pattern of asymptotic behavior of the \(R/S\) statistics for linear processes (Q2254745)
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scientific article; zbMATH DE number 6398709
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| English | A general pattern of asymptotic behavior of the \(R/S\) statistics for linear processes |
scientific article; zbMATH DE number 6398709 |
Statements
A general pattern of asymptotic behavior of the \(R/S\) statistics for linear processes (English)
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6 February 2015
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complete moment convergence
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linear processes
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\(R/S\) statistics
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Brownian bridge
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0.8880985975265503
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0.7745663523674011
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0.7686588764190674
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0.7682581543922424
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