Browsing Economic and Social Review by Author "Harrison, Michael"
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On the small sample distribution of the R/S statistic
Harrison, Michael; Treacy, Glenn (Economic & Social StudiesDublin, 1997)This paper gives an account of the RlS statistic and its known properties. It assesses the adequacy of the asymptotic distribution of the statistic in the case of samples of small and moderate size, and suggests an improved ...