Robustness of the \(R/S\) statistic for fractional stable noises (Q5933669)
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scientific article; zbMATH DE number 1599669
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| English | Robustness of the \(R/S\) statistic for fractional stable noises |
scientific article; zbMATH DE number 1599669 |
Statements
Robustness of the \(R/S\) statistic for fractional stable noises (English)
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17 September 2001
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self-similar processes
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functional limit theorems
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stable distributions
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weak convergence
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Skorokhod topology
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0.8903295
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0.88291067
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0.8817654
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0.87967765
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0.8656362
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0.8594344
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