Systematic inference of the long-range dependence and heavy-tail distribution parameters of ARFIMA models (2017)

First Author: Graves T
Attributed to:  Non-linear physics of the solar wind and impacts at earth funded by STFC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1016/j.physa.2017.01.028

Publication URI: http://dx.doi.org/10.1016/j.physa.2017.01.028

Type: Journal Article/Review

Parent Publication: Physica A: Statistical Mechanics and its Applications