A critical look at Lo's modified R/S statistic

Journal of Statistical Planning and Inference - Tập 80 Số 1-2 - Trang 211-227 - 1999
Vadim Teverovsky1, Murad S. Taqqu1, Walter Willinger2
1Department of Mathematics, Boston University, 111 Cummington Street, Boston, MA 02215-2411, USA
2AT&T Labs – Research, Florham Park, NJ 07932-0971, USA

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