Items where Author is "Graves, Timothy"

Item Type No Grouping

Systematic inference of the long-range dependence and heavy-tail distribution parameters of ARFIMA models. Graves, Timothy; Franzke, Christian L.E.; Watkins, Nicholas W.; Gramacy, Robert B.; Tindale, Elizabeth

A brief history of long memory: Hurst, Mandelbrot and the road to ARFIMA, 1951–1980. Graves, Timothy; Gramacy, Robert; Watkins, Nicholas W.; Franzke, Christian