Quotation Hauser, Michael, Reschenhofer, Erhard. 1995. Estimation of the fractionally differencing parameter with the R/S method. Computational Statistics and Data Analysis 20 569-579.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Journal article
Journal Computational Statistics and Data Analysis
Citation Index SCI
WU-Journal-Rating new FIN-A, VW-D, WH-B
Title Estimation of the fractionally differencing parameter with the R/S method
Volume 20
Year 1995
Page from 569
Page to 579
Reviewed? Y

Associations

People
Hauser, Michael (Former researcher)
External
Reschenhofer, Erhard (Universität Wien, Austria)
Organization
Institute for Statistics and Mathematics IN (Details)
Research areas (ÖSTAT Classification 'Statistik Austria')
5323 Econometrics (Details)
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