Institute of Information Theory and Automation

Bibliography

Ladislav Kristoufek

    Journal articles

    1. Kristoufek Ladislav: Classical and modified rescaled range analysis: Sampling properties under heavy tails , IES Wokring Papers vol.2009, 29 (2009), p. 1-17 (2009) Download

    Other publications

    1. Baruník Jozef, Kristoufek Ladislav: On Hurst exponent estimation under heavy-tailed distributions, ÚTIA AV ČR, (Praha 2009) Research Report 2267 (2009)
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    Last modification: 03.09.2008
    Institute of Information Theory and Automation