Author:
Kucharczyk Daniel,Wyłomańska Agnieszka,Sikora Grzegorz
Subject
Condensed Matter Physics,Statistics and Probability
Reference52 articles.
1. Fractional Brownian motions, fractional noises and applications;Benoit B. Mandelbrot;SIAM Rev.,1968
2. Fractional Langevin equation;Lutz;Phys. Rev. E,2001
3. Noah, Joseph, and operational hydrology;Mandelbrot;Water Resour. Res.,1968
4. Theory and Applications of Long-Range Dependence;Doukhan,2003
5. Long-term memory in stock market prices;Lo;Econometrica,1991
Cited by
7 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献