A Brief History of Long Memory: Hurst, Mandelbrot and the Road to ARFIMA (2017)
Attributed to:
Trans-Dimensional Markov Chain Simulation for both Bayesian and Classical Model Determination
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.20944/preprints201705.0194.v1
Publication URI: http://dx.doi.org/10.20944/preprints201705.0194.v1
Type: Preprint