Browsing Economic and Social Review by Author "Izzeldin, Marwan"
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Bootstrapping the small sample critical values of the rescaled range statistic
Izzeldin, Marwan; Murphy, Anthony (Economic & Social Studies, Dublin, 2000)Finite sample critical values of the rescaled range or R/S statistic may be obtained by bootstrapping. The empirical size and power performance of these critical values is good. Using the post blackened, moving block ...