About: Rescaled range

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Statistical measure of time series variability

Property	Value
dbo:description	Statistical measure of time series variability (en)
dbo:wikiPageExternalLink	https://github.com/Mottl/hurst https://ideas.repec.org/s/wuu/hscode.html
dbo:wikiPageWikiLink	dbr:Financial_instruments dbr:Hurst_exponent dbr:Fractal dbc:Statistical_ratios dbr:Long_memory dbr:Autocorrelation dbr:Range_(statistics) dbc:Independence_(probability_theory) dbc:Statistical_deviation_and_dispersion dbr:Time_series dbr:Standard_deviation dbr:Slope dbr:Stochastic_process dbr:Brownian_motion dbr:Mean dbr:Autocovariance dbr:Random_walk dbr:Andrew_Lo dbr:Harold_Edwin_Hurst dbr:Fractional_Brownian_motion dbr:Edgar_E._Peters dbc:Autocorrelation dbr:Nile_River dbr:Fat_tail dbr:Statistical
dbp:wikiPageUsesTemplate	dbt:Cite_book dbt:Cite_journal dbt:Refbegin dbt:Refend dbt:Reflist dbt:Short_description dbt:Slink
dct:subject	dbc:Statistical_ratios dbc:Independence_(probability_theory) dbc:Statistical_deviation_and_dispersion dbc:Autocorrelation
gold:hypernym	dbr:Measure
rdfs:label	Rescaled range (en)
owl:sameAs	freebase:Rescaled range yago-res:Rescaled range wikidata:Rescaled range dbpedia-global:Rescaled range
prov:wasDerivedFrom	wikipedia-en:Rescaled_range?oldid=1265492533&ns=0
foaf:isPrimaryTopicOf	wikipedia-en:Rescaled_range
is dbo:wikiPageWikiLink of	dbr:Hurst_exponent dbr:Fractal_analysis dbr:Long-range_dependence dbr:List_of_statistics_articles dbr:Detrended_fluctuation_analysis dbr:Harold_Edwin_Hurst dbr:Edgar_E._Peters
is foaf:primaryTopic of	wikipedia-en:Rescaled_range

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