Estimating long-range dependence: finite sample properties and confidence intervals (Q29542076)

https://doi.org/10.1016%2FS0378-4371%2802%2900961-5

22 April 2017

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Rafał Weron

1

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publication date

September 2002

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https://doi.org/10.1016%2FS0378-4371%2802%2900961-5

22 April 2017

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312

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https://doi.org/10.1016%2FS0378-4371%2802%2900961-5

22 April 2017

issue

1-2

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https://doi.org/10.1016%2FS0378-4371%2802%2900961-5

22 April 2017

page(s)

285-299

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https://doi.org/10.1016%2FS0378-4371%2802%2900961-5

maintained by WikiProject

22 April 2017

WikiProject Mathematics

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cites work

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Long-range anticorrelations and non-Gaussian behavior of the heartbeat

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Heart rate dynamics before spontaneous onset of ventricular fibrillation in patients with healed myocardial infarcts.

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Indication of a Universal Persistence Law Governing Atmospheric Variability

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Self-affine time series: measures of weak and strong persistence

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Fractal Long-Range Correlations in Behavioural Sequences of Wild Chimpanzees: a Non-Invasive Analytical Tool for the Evaluation of Health

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Long-Term Memory in Stock Market Prices

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ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY

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7 January 2021

EDF Statistics for Goodness of Fit and Some Comparisons

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Robustness of the rescaled range R/S in the measurement of noncyclic long run statistical dependence

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7 January 2021

Limit theorems on the self-normalized range for weakly and strongly dependent processes

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7 January 2021

THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS

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7 January 2021

10.1016/S0378-4371(02)00961-5

Identifiers

DOI

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