A comparison between Hurst and Hausdorff measures derived from fractional time series

DOI10.1016/0960-0779(94)90038-8MaRDI QIDQ1343085zbMATHOpenAlexFDO

Authors Lygia M. Gomes da Silva, Donald L. Turcotte

Publication date 23 February 1995

Published in Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0960-0779(94)90038-8

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics (62P99)

Cites work

• scientific article; zbMATH DE number 480659 (Why is no real title available?)
• scientific article; zbMATH DE number 194921 (Why is no real title available?)
• ON THE RANGE OF PARTIAL SUMS OF A FINITE NUMBER OF INDEPENDENT NORMAL VARIATES
• The Asymptotic Distribution of the Range of Sums of Independent Random Variables

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