Analytical investigation of the bias effect in variance-type estimators for inference of long-range dependence

Marwan Krunz, Ibrahim Matta. Analytical investigation of the bias effect in variance-type estimators for inference of long-range dependence. Computer Networks, 40(3):445-458, 2002. [doi]

@article{KrunzM02,
  title = {Analytical investigation of the bias effect in variance-type estimators for inference of long-range dependence},
  author = {Marwan Krunz and Ibrahim Matta},
  year = {2002},
  doi = {10.1016/S1389-1286(02)00305-5},
  url = {http://dx.doi.org/10.1016/S1389-1286(02)00305-5},
  tags = {type inference},
  researchr = {https://researchr.org/publication/KrunzM02},
  cites = {0},
  citedby = {0},
  journal = {Computer Networks},
  volume = {40},
  number = {3},
  pages = {445-458},
}