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Communications in Statistics - Theory and Methods Volume 40, 2011 - Issue 18
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Original Articles

Asymptotic Properties of the R/S Statistics for Linear Processes

Ke-Ang Fu School of Statistics and Mathematics, Zhejiang Gongshang University, Hangzhou, ChinaCorrespondence[email protected]
Pages 3207-3217 | Received 02 Feb 2010, Accepted 23 Apr 2010, Published online: 20 Jul 2011

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Jiang Hui & Yu Lei. (2015) Precise Asymptotics in Complete Moment Convergence of Parameter Estimator in the Gaussian Autoregressive Process. Communications in Statistics - Theory and Methods 44:7, pages 1483-1496.
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Articles from other publishers (2)

Fa-mei Zheng & Qing-pei Zang. (2013) A general pattern of asymptotic behavior of the R/S statistics for linear processes. Statistical Papers 56:1, pages 191-204.
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Tian-Xiao Pang, Zheng-Yan Lin & Kyo-Shin Hwang. (2013) Precise asymptotics in the law of the logarithm for the rescaled range statistic. Journal of the Korean Statistical Society 42:2, pages 177-189.
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