A result on the almost sure convergence for the R/S statistic

نویسندگان

  • Sai-Hua Huang
  • Tian-Xiao Pang
  • Zhi-Lin Sun
چکیده

Domain of attraction of the normal law Brownian bridge a b s t r a c t domain of attraction of the normal law with mean zero and possibly infinite variance, Q (n) = R(n)/S(n) be the rescaled range statistic, where R(n)

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عنوان ژورنال:
  • Mathematical and Computer Modelling

دوره 54  شماره 

صفحات  -

تاریخ انتشار 2011