S'IL VOUS PLAÎT ATTENDRE TÉLÉCHARGER "Estimation Methods of the Long Memory Parameter - Mohamed"

30 DEUXIÈME POUR FINIR
and Jeffreys (1939) using astronomical data and by Student (1927) using an industrial ... Hurst (1951) established an empirical law, and built a test to detect a long ..... One of the disadvantages of the R/S statistic is its sensitivity to the short- ..... Concerning the GPH method, we see in Table 10, that the averages of ˆd are ...