• Title of article

    Estimation of the fractionally differencing parameter with the R/S method

  • Author/Authors

    Michael A. Hauser، نويسنده , , Erhard Reschenhofer، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1995
  • Pages
    11
  • From page
    569
  • To page
    579
  • Keywords
    Long-term dependence: Adjusted reseeded range: AR FI MA
  • Journal title
    Computational Statistics and Data Analysis
  • Serial Year
    1995
  • Journal title
    Computational Statistics and Data Analysis
  • Record number

    153386