A comparison between Hurst and Hausdorff measures derived from fractional time series

DOI10.1016/0960-0779(94)90038-8zbMath0925.62371OpenAlexW2094140311MaRDI QIDQ1343085

Lygia M. Gomes da Silva, Donald L. Turcotte

Publication date: 23 February 1995

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0960-0779(94)90038-8

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics (62P99)

Cites Work

• The Asymptotic Distribution of the Range of Sums of Independent Random Variables
• ON THE RANGE OF PARTIAL SUMS OF A FINITE NUMBER OF INDEPENDENT NORMAL VARIATES
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