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Rescaled Range Analysis and Detrended Fluctuation Analysis: Finite Sample Properties and Confidence Intervals
- 1.KRIŠTOUFEK, L. Rescaled Range Analysis and Detrended Fluctuation Analysis: Finite Sample Properties and Confidence Intervals. AUCO Czech Economic Review. 2010, 4/2010(3), 236-250. ISSN 1802-4696. Dostupné z: http://library.utia.cas.cz/separaty/2010/E/kristoufek-rescaled range analysis and detrended fluctuation analysis finite sample properties and confidence intervals.pdf
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