Rescaled Range Analysis and Detrended Fluctuation Analysis: Finite Sample Properties and Confidence Intervals

Krištoufek Ladislav



Název
Rescaled Range Analysis and Detrended Fluctuation Analysis: Finite Sample Properties and Confidence Intervals
Autor
lupa Krištoufek Ladislav UTIA-B - Ústav teorie informace a automatizace AV ČR, v. v. i.
Zdroj.dok.
lupa AUCO Czech Economic Review, Acta Universitatis Carolinae - OECONOMICA. 4/2010, č. 3 (2010), s. 236-250
Vyd.údaje
15 s.
Druh dok.
J
Jazyk dok.
eng
Země vyd.
CZ
Klíč.slova
rescaled range analysis * detrended fluctuation analysis * Hurst exponent * long-range dependence
URL
http://library.utia.cas.cz/separaty/2010/E/kristoufek-rescaled range analysis and detrended fluctuation analysis finite sample properties and confidence intervals.pdf
Databáze
zj - Článek v odborném časopise
URL
http://library.utia.cas.cz/separaty/2010/E/kristoufek-rescaled range analysis and detrended fluctuation analysis finite sample properties and confidence intervals.pdf http://library.utia.cas.cz/separaty/2010/E/kristoufek-rescaled range analysis and detrended fluctuation analysis finite sample properties and confidence intervals.pdf
Trvalý link
http://hdl.handle.net/11104/0189575