Goodness-of-fit test for stochastic processes using even empirical moments statistic
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Cited in
(3)- Distinguishing between fractional Brownian motion with random and constant Hurst exponent using sample autocovariance-based statistics
- Modified Greenwood statistic and its application for statistical testing
- Testing and estimation of the index of stability of univariate and bivariate symmetric -stable distributions via modified Greenwood statistic
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