Asymptotic properties of the \(R/S\) statistics for linear processes (Q3100643)
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scientific article; zbMATH DE number 5975478
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| English | Asymptotic properties of the \(R/S\) statistics for linear processes |
scientific article; zbMATH DE number 5975478 |
Statements
Asymptotic Properties of the<i>R</i>/<i>S</i>Statistics for Linear Processes (English)
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18 November 2011
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Brownian bridge
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complete convergence
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law of the iterated logarithm
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linear process
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R/S statistics
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0.8880985975265503
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0.8234085440635681
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0.8115369081497192
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0.799954354763031
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0.7977538704872131
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