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
Keywords :
Long-term dependence: Adjusted reseeded range: AR FI MA
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis