A brief history of long memory: Hurst, Mandelbrot and the road to ARFIMA (2014)

First Author: Graves T

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