The Hurst phenomenon and the rescaled range statistic
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Publication:335652
DOI10.1016/j.spa.2016.04.008zbMath1349.60028OpenAlexW2344346908MaRDI QIDQ335652
Publication date: 2 November 2016
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2016.04.008
Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Strong limit theorems (60F15)
Cites Work
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