The expected value of the adjusted rescaled Hurst range of independent normal summands
Data up to Jan 2025
Total Citations Per Year
Abstract
References (14)
Fractional Brownian Motions, Fractional Noises and Applications
1968 • 7,349 citations
Long-Term Storage Capacity of Reservoirs
1951 • 5,807 citations
Processus stochastiques et mouvement brownien
1948 • 960 citations
A Combinatorial Lemma and its Application to Probability Theory
1991 • 557 citations
The Asymptotic Distribution of the Range of Sums of Independent Random Variables
1951 • 546 citations
On certain limit theorems of the theory of probability
1946 • 302 citations
On the distribution of the supremum functional for processes with stationary independent increments
1957 • 110 citations
ON THE RANGE OF PARTIAL SUMS OF A FINITE NUMBER OF INDEPENDENT NORMAL VARIATES
1953 • 74 citations
The maximum of sums of stable random variables
1956 • 64 citations
The Distribution of the Maximum of Partial Sums of Independent Random Variables
1950 • 54 citations
On the range of cumulative sums
1964 • 47 citations
The Mean and Variance of the Maximum of the Adjusted Partial Sums of a Finite Number of Independent Normal Variates
1957 • 38 citations
On the expected range and expected adjusted range of partial sums of exchangeable random variables
1973 • 32 citations
Skew inputs and the Hurst effect
1975 • 18 citations