Title of article
Rescaled range analysis in the presence of stochastic trend
Author/Authors
Alexander Aue، نويسنده , , Lajos Horv?th، نويسنده , , Josef Steinebach، نويسنده ,
Issue Information
فصلنامه با شماره پیاپی سال 2007
Pages
11
From page
1165
To page
1175
Keywords
compound Poisson process , Long memory , long-range dependence , Rescaled variance analysis , R=Sstatistic , Stochastic trend , V=S statistic , Rescaled range analysis
Journal title
Statistics and Probability Letters
Serial Year
2007
Journal title
Statistics and Probability Letters
Record number
141023
Link To Document