Work

The Expected Value of the Adjusted Rescaled Hurst Range of Independent Normal Summands

Year: 1976

Type: article

Source: Biometrika

DOI: 10.1093/biomet/63.1.111

Authors: A. A. ANNIS, E. H. LLOYD

Institutions: Ain Shams University, Lancaster University

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2064197159

FWCI: 20.1

Cites: 14

Cited by: 242

Related to: 10