The historically adjusted range and the historically rescaled adjusted range

DOI10.1007/BF01550840zbMath0709.60519MaRDI QIDQ921737

Elsie Sterbin Gottlieb

Publication date: 1988

Published in: Stochastic Hydrology and Hydraulics (Search for Journal in Brave)

Mathematics Subject Classification ID

Probability theory and stochastic processes (60-XX)

Cites Work

• The discrete Hurst range for skew independent two-valued inflows
• A Combinatorial Lemma and Its Application to Probability Theory
• The Mean and Variance of the Maximum of the Adjusted Partial Sums of a Finite Number of Independent Normal Variates
• The Expected Value of the Adjusted Rescaled Hurst Range of Independent Normal Summands
• On the expected range and expected adjusted range of partial sums of exchangeable random variables
• 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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