A Brief History of Long Memory: Hurst, Mandelbrot and the Road to ARFIMA (2017)

First Author: Graves T

Attributed to: Trans-Dimensional Markov Chain Simulation for both Bayesian and Classical Model Determination funded by EPSRC

Abstract

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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