Pages that link to "Item:Q618011"
From MaRDI portal
The following pages link to The asymptotic behavior of the R/S statistic for fractional Brownian motion (Q618011):
Displaying 4 items.
- The Hurst phenomenon and the rescaled range statistic (Q335652) (← links)
- Parameter estimation for fractional Ornstein-Uhlenbeck processes at discrete observation (Q646181) (← links)
- Applying the IR statistic to estimate the Hurst index of the fractional geometric Brownian motion (Q2810020) (← links)
- Robustness of the \(R/S\) statistic for fractional stable noises (Q5933669) (← links)