The Asymptotic Distribution of the Range of Sums of Independent Random Variables

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Small deviations of modified sums of independent random variables
Variance of the range of a random walk
Stability and instability of local time of random walk in random environment
The discrete Hurst range for skew independent two-valued inflows
On a combinatorial theorem related to a theorem of G. Szegö
Tables of distributions of functionals of Brownian motion
How long does it take to see a flat Brownian path on the average?
A critical look at Lo's modified \(R/S\) statistic.
Windings of Brownian motion and random walks in the plane
On the distribution of functionals of stationary Gaussian processes
On the maximum displacement of a one-dimensional diffusion process described by the telegrapher's equation
A range-CUSUM test with recursive residuals
A comparison between Hurst and Hausdorff measures derived from fractional time series
Decomposing the Brownian path via the range process
Range reliability in random walks
Rescaled range analysis and detrended fluctuation analysis study of cast irons ultrasonic backscattered signals
Approximating the distribution of the maximum partial sum of normal deviates
The distribution and quantiles of the range of a Wiener process
The law of the iterated logarithm for the rescaled R/S statistics without the second moment
Small ball estimates in \(p\)-variation for stable processes
The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest
Rescaled variance and related tests for long memory in volatility and levels
Laws of the iterated logarithm for iterated Wiener processes
The Csörgö-Révész modulus of non-differentiability of iterated Brownian motion
Long memory processes and fractional integration in econometrics
A multivariate conditional autoregressive range model
Limit distributions in metric discrepancy theory
On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes
On the range of simple symmetric random walks on the line
The value of the high, low and close in the estimation of Brownian motion
Sequential change point detection in high dimensional time series
Asymptotic comparison of three spread estimators based on Roll's model
A general pattern of asymptotic behavior of the R/S statistics for linear processes
Precise asymptotics in the law of the iterated logarithm for statistic
High-frequency asymptotics for path-dependent functionals of Itô semimartingales
New moment estimators of the effective spread based on daily high and low prices
On uniform continuity of posterior distributions
Span observables: ``when is a foraging rabbit no longer hungry?
Models to assess the effects of nonsmooth control and stochastic perturbation on pest control: a pest-natural-enemy ecosystem
On the expected diameter of planar Brownian motion
Range of Brownian motion with drift
The law of iterated logarithm of rescaled range statistics for AR(1) model
Precise asymptotics in the law of the logarithm for the rescaled range statistic
On the range of cumulative sums
On the rate of convergence of the range of comulative sums
On the time for Brownian motion to visit every point on a circle
On first range times of linear diffusions
On the speed of the one-dimensional polymer in the large range regime
Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excur\-sions
The range inter-event process in asymmetric birth-death random walk
An application of the method of moments to range-based volatility estimation using daily high, low, opening, and closing (HLOC) prices
Realized range-based estimation of integrated variance
LIL for the Adjusted Range of Partial Sums in AR(1) Models with Possibly Infinite Variance
Asymptotic properties of the R/S statistics for linear processes
Volatility estimation based on high-frequency data
The Hurst phenomenon and the rescaled range statistic
Explicit Martingale Representations for Brownian Functionals and Applications to Option Hedging
ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES
Reservoir storage problem with independent normal inflows
On the limit distribution of the well-distribution measure of random binary sequences
A result on the almost sure convergence for the R/S statistic
Uniform variation results for Brownian motion
ESTIMATION OF THE FRACTIONAL DIFFERENCE PARAMETER IN THE ARIMA(p, d, q) MODEL USING THE SMOOTHED PERIODOGRAM
Diffusion arrêtée au premier instant où l'amplitude atteint un niveau donné
Semi-parametric Bayesian tail risk forecasting incorporating realized measures of volatility
Subdiffusivity of Brownian motion among a Poissonian field of moving traps
On the law of homogeneous stable functionals
The range of a simple random walk on \(\mathbb{Z}\): an elementary combinatorial approach
Limit theorems on the self-normalized range for weakly and strongly dependent processes
A GENERALIZATION OF FRACTAL INTERPOLATION STOCHASTIC PROCESSES TO HIGHER DIMENSIONS
On the maximum drawdown of a Brownian motion
The generalized fluctuation test: A unifying view
Convex hulls of random walks and their scaling limits
Ian McLeod’s Contribution to Time Series Analysis—A Tribute
A new approach for open‐end sequential change point monitoring
Forecasting risk via realized GARCH, incorporating the realized range
Number of distinct sites visited by a resetting random Walker
Statistical properties of sites visited by independent random walks
Covariance of the running range of a Brownian trajectory
On reduced semidefinite programs for second order moment bounds with applications
On bounded range distribution of a Wiener process
Comparison of non-parametric and semi-parametric tests in detecting long memory
Visibility in the vacant set of the Brownian interlacements and the Brownian excursion process
On the deviations in the Skorokhod-Strassen approximation scheme
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Generalized truncated distributions with \(N\) intervals deleted: mathematical definition
Self and spurious multi-affinity of ordinary Lévy motion, and pseudo-Gaussian relations
Calibration of \(P\)-values for calibration and for deviation of a subpopulation from the full population
The range of once‐reinforced random walk in one dimension
On the range of a Lévy risk process with fair valuation of insurance contracts
Bounds on some geometric functionals of high dimensional Brownian convex hulls and their inverse processes
On the Brownian range and the Brownian reversal
Bounds on the size of the convex hull of planar Brownian motion and related inverse processes
A note on the range of stochastic processes
Extreme events and dynamical complexity
Range-based last passage time for spectrally negative Lévy processes
Volatility forecast comparison using imperfect volatility proxies
Generalized runs tests for the IID hypothesis
An excursion approach to maxima of the Brownian bridge
Realised volatility and parametric estimation of Heston SDEs

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