Robustness of the R / S Statistic for Fractional Stable Noises
| Year of publication: |
2000
|
|---|---|
| Authors: | Avram, Florin ; Taqqu, Murad |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 3.2000, 1, p. 69-83
|
| Publisher: |
Springer |
| Subject: | self-similar processes | functional limit theorems | stable distributions | weak convergence | Skorohod topology |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005169118