A Brief History of Long Memory: Hurst, Mandelbrot and the Road to ARFIMA, 1951-1980 (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/10.3390/e19090437
Publication URI: http://dx.doi.org/10.3390/e19090437
Type: Journal Article/Review
Parent Publication: Entropy
Issue: 9