The following pages link to Vadim Teverovsky (Q1297903):
Displaying 7 items.
- Stock market prices and long-range dependence (Q1297904) (← links)
- A critical look at Lo's modified \(R/S\) statistic. (Q1304363) (← links)
- ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY (Q3129975) (← links)
- Is Network Traffic Self-Similar or Multifractal? (Q3841427) (← links)
- Testing for long‐range dependence in the presence of shifting means or a slowly declining trend, using a variance‐type estimator (Q4221689) (← links)
- (Q4247104) (← links)
- Robustness of whittle-type estimators for time series with long-range dependence (Q4371853) (← links)
