Precise rates in the law of the iterated logarithm for \(R/S\) statistics
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Publication:621879
DOI10.1007/s11766-006-0010-7zbMath1204.60027OpenAlexW2092687853MaRDI QIDQ621879
Publication date: 29 January 2011
Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11766-006-0010-7
Related Items (5)
Note on precise rates in the law of iterated logarithm for the moment convergence of i.i.d.: random variables under sublinear expectations ⋮ 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 ⋮ Precise asymptotics in the law of the logarithm for the rescaled range statistic ⋮ Asymptotic Properties of theR/SStatistics for Linear Processes
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- Stock market prices and long-range dependence
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- Precise rates in the law of the logarithm in the Hilbert space
- Precise asymptotics in the law of the iterated logarithm.
- The law of iterated logarithm for \(R/S\) statistics
- Precise rates in the law of iterated logarithm for the moment of i.i.d. random variables
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