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Rescaled Range Analysis and Detrended Fluctuation Analysis: Finite Sample Properties and Confidence Intervals
- 1.0349301 - ÚTIA 2011 RIV CZ eng J - Journal Article
Krištoufek, Ladislav
Rescaled Range Analysis and Detrended Fluctuation Analysis: Finite Sample Properties and Confidence Intervals.
AUCO Czech Economic Review. 4/2010, č. 3 (2010), s. 236-250. ISSN 1802-4696
R&D Projects: GA ČR GD402/09/H045; GA ČR GA402/09/0965
Grant - others:GA UK(CZ) 118310
Institutional research plan: CEZ:AV0Z10750506
Keywords : rescaled range analysis * detrended fluctuation analysis * Hurst exponent * long-range dependence
Subject RIV: AH - Economics
http://library.utia.cas.cz/separaty/2010/E/kristoufek-rescaled range analysis and detrended fluctuation analysis finite sample properties and confidence intervals.pdf
Permanent Link: http://hdl.handle.net/11104/0189575
Number of the records: 1