On the range of cumulative sums

DOI10.1007/BF02868565zbMath0146.39004OpenAlexW2042517866MaRDI QIDQ2524326

P. A. P. Moran

Publication date: 1964

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02868565

zbMATH Keywords

probability theory

Related Items (7)

The Hurst phenomenon and the rescaled range statistic ⋮ The discrete Hurst range for skew independent two-valued inflows ⋮ Fractiles for the nonsymmetric stable distributions ⋮ Calculation of multidimensional stable densities ⋮ A general pattern of asymptotic behavior of the \(R/S\) statistics for linear processes ⋮ On the rate of convergence of the range of comulative sums ⋮ Limit theorems on the self-normalized range for weakly and strongly dependent processes

Cites Work

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• A Combinatorial Lemma and Its Application to Probability Theory
• The Asymptotic Distribution of the Range of Sums of Independent Random Variables

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