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
Link To Document :
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