The increment ratio statistic
Sammanfattning
Universitet
Göteborg University. School of Business, Economics and Law
Samlingar
Fil(er)
Datum
2006Författare
Vaiciulis, Marijus
Gilles Teyssière, Gilles
Surgailis, Donatas
Nyckelord
strong dependence; second increment of fractional Brownian motion
Publikationstyp
Report
ISSN
1403-2465
Serie/rapportnr.
Working Papers in Economics, nr 242
Språk
en