years 1997 and 2009 with use of classical and modified rescaled range. Moving block bootstrap with pre-whitening and post …

years 1997 and 2009 with use of classical and modified rescaled range. Moving block bootstrap with pre-whitening and …

-range dependence in the underlying time series. We present confidence intervals estimates for rescaled range and modified rescaled … range. We show that the difference in expected values and confidence intervals enables us to use both methods together to …

-range dependence in the underlying time series. We present confidence intervals estimates for rescaled range and modified rescaled … range. We show that the difference in expected values and confidence intervals enables us to use both methods together to …

-range dependence in the underlying time series. We present confidence intervals estimates for rescaled range and modified rescaled … range. We show that the difference in expected values and confidence intervals enables us to use both methods together to …

detection — classical and modified rescaled range analyses. A focus is put on an effect of different distributional properties …

-Porter-Hudak tests and the Augmented Dickey-Fuller test. Only the Modified Rescaled Range test is more powerful than the Phillips …

-Porter-Hudak tests and the Augmented Dickey-Fuller test. Only the Modified Rescaled Range test is more powerful than the Phillips …

-Porter-Hudak tests and the Augmented Dickey-Fuller test. Only the Modified Rescaled Range test is more powerful than the Phillips …

of using modified rescaled range analysis and Autoregressive Fractally Integrated Moving Average model testing, this …