Robustness of the \(R/S\) statistic for fractional stable noises (Q5933669)
From MaRDI portal
scientific article; zbMATH DE number 1599669
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robustness of the \(R/S\) statistic for fractional stable noises |
scientific article; zbMATH DE number 1599669 |
Statements
Robustness of the \(R/S\) statistic for fractional stable noises (English)
0 references
17 September 2001
0 references
self-similar processes
0 references
functional limit theorems
0 references
stable distributions
0 references
weak convergence
0 references
Skorokhod topology
0 references
