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Physica A: Statistical Mechanics and its Applications

Volumn 312, Issue 1-2, 2002, Pages 285-299

Estimating long-range dependence: Finite sample properties and confidence intervals

(1) Weron, Rafał a

a WROCLAW UNIVERSITY OF TECHNOLOGY (Poland)

Author keywords

Confidence interval; Detrended Fluctuation Analysis; Hurst exponent; Long range dependence; Periodogram regression; R S analysis

Indexed keywords

ASYMPTOTIC STABILITY; ECONOMICS; GAUSSIAN NOISE (ELECTRONIC); HEURISTIC METHODS; REGRESSION ANALYSIS; WHITE NOISE;

DETRENDED FLUCTUATION ANALYSIS;

STATISTICAL MECHANICS;

EID: 0036723251 PISSN: 03784371 EISSN: None Source Type: Journal
DOI: 10.1016/S0378-4371(02)00961-5 Document Type: Article

Times cited : (350)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.