The increment ratio statistic under deterministic trends (Q616536)
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scientific article; zbMATH DE number 5834354
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The increment ratio statistic under deterministic trends |
scientific article; zbMATH DE number 5834354 |
Statements
The increment ratio statistic under deterministic trends (English)
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10 January 2011
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central limit theorem
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increment ratio statistic
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fractional Brownian motion
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Gaussian processes
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long memory
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