On the Small Sample Distribution of the R/S Statistic
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- Guglielmo Caporale & Luis Gil-Alana, 2013.
"Long memory in US real output per capita,"
Springer, vol. 44(2), pages 591-611, April.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2009. "Long Memory in US Real Output per Capita," CESifo Working Paper Series 2671, CESifo Group Munich.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2009. "Long Memory in US Real Output per Capita," Discussion Papers of DIW Berlin 891, DIW Berlin, German Institute for Economic Research.
- Denis Conniffe & John E. Spencer, 2000.
"Approximating the Distribution of the R/s Statistic,"
The Economic and Social Review,
Economic and Social Studies, vol. 31(3), pages 237-248.
- Denis Conniffe & John E. Spencer, 1999. "Approximating the Distribution of the R/s Statistic," Papers WP104, Economic and Social Research Institute (ESRI).
- Marwan Izzeldin & Anthony Murphy, 2000. "Bootstrapping the Small Sample Critical Values of the Rescaled Range Statistic," The Economic and Social Review, Economic and Social Studies, vol. 31(4), pages 351-359.
- Saralees Nadarajah & Samuel Kotz, 2006. "Beta trigonometric distributions," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 5(3), pages 207-224, December.
More about this item
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
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