%0 Journal Article %1 Teverovsky1999 %A Teverovsky, Vadim %A Taqqu, Murad S. %A Willinger, Walter %D 1999 %J Journal of Statistical Planning and Inference %K Long-range dependence %N 1-2 %P 211--227 %T A critical look at Lo's modified R/S statistic %U http://www.sciencedirect.com/science/article/B6V0M-3YB4MWT-G/1/1905116f32e2b3c3c41c2521f3137ec4 %V 80

@article{Teverovsky1999, added-at = {2008-04-23T22:05:04.000+0200}, author = {Teverovsky, Vadim and Taqqu, Murad S. and Willinger, Walter}, biburl = {https://www.bibsonomy.org/bibtex/2855bf8c8d058d172eb60035b0bd10b69/smicha}, day = 01, interhash = {af29bd408918371302d273a0f2cfc1d0}, intrahash = {855bf8c8d058d172eb60035b0bd10b69}, journal = {Journal of Statistical Planning and Inference}, keywords = {Long-range dependence}, month = Aug, number = {1-2}, pages = {211--227}, timestamp = {2008-04-23T22:23:48.000+0200}, title = {A critical look at Lo's modified R/S statistic}, url = {http://www.sciencedirect.com/science/article/B6V0M-3YB4MWT-G/1/1905116f32e2b3c3c41c2521f3137ec4}, volume = 80, year = 1999 }