scientific article; zbMATH DE number 5593167

MaRDI QIDQ5192802zbMATH OpenFDO

Authors Mindaugas Stoncelis, Marijus Vaičiulis

Publication date 10 August 2009

zbMATH Keywords

numerical approximationGaussian integralsincrement ratio statistic

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes (62M99) Gaussian processes (60G15) Numerical integration (65D30)

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Cited in

(3)

• Irregular input data in convergence acceleration and summation processes: General considerations and some special Gaussian hypergeometric series as model problems
• The increment ratio statistic under deterministic trends
• Measuring the roughness of random paths by increment ratios

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