Rescaled range analysis in the presence of stochastic trend (Q2643023)
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scientific article; zbMATH DE number 5182139
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| English | Rescaled range analysis in the presence of stochastic trend |
scientific article; zbMATH DE number 5182139 |
Statements
Rescaled range analysis in the presence of stochastic trend (English)
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23 August 2007
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compound Poisson process
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long memory
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long-range dependence
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rescaled range analysis
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rescaled variance analysis
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\(R/S\) statistic
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stochastic trend
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\(V/S\) statistic
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0.8017401099205017
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0.7977222800254822
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0.7772572040557861
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0.7735514640808105
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