A brief history of long memory: Hurst, Mandelbrot and the road to ARFIMA (2014)
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/10.48550/arxiv.1406.6018
Publication URI: https://arxiv.org/abs/1406.6018
Type: Other