The increment ratio statistic
Abstract
University
Göteborg University. School of Business, Economics and Law
Collections
View/
Date
2006Author
Vaiciulis, Marijus
Gilles Teyssière, Gilles
Surgailis, Donatas
Keywords
strong dependence; second increment of fractional Brownian motion
Publication type
Report
ISSN
1403-2465
Series/Report no.
Working Papers in Economics, nr 242
Language
en