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 :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=141023
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