A Brief History of Long Memory: Hurst, Mandelbrot and the Road to ARFIMA, 1951

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A Brief History of Long Memory: Hurst, Mandelbrot and the Road to ARFIMA, 1951–1980

Published:2017-08-23 Issue:9 Volume:19 Page:437
ISSN:1099-4300
Container-title:Entropy
language:en
Short-container-title:Entropy

Author:

Graves Timothy,Gramacy Robert,Watkins Nicholas^ORCID,Franzke Christian

Publisher

MDPI AG

Subject

General Physics and Astronomy

Link

http://www.mdpi.com/1099-4300/19/9/437/pdf

Reference88 articles.

1. Statistics for Long Memory Processes;Beran,1994

2. Long Memory Processes;Beran,2013

3. Why Stock Markets Crash: Critical Events in Complex Financial Systems;Sornette,2004

4. Nonlinear Trends, Long-Range Dependence, and Climate Noise Properties of Surface Temperature

5. Long-Range Dependence in Hydrology;Montanari,2003

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