"A Brief History of Long Memory: Hurst, Mandelbrot and the Road to ARFIMA, ..."

Timothy Graves et al. (2017)

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DOI: 10.3390/E19090437

access: open

type: Journal Article

metadata version: 2024-10-06

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Timothy Graves, Robert B. Gramacy, Nicholas W. Watkins, Christian Franzke:
A Brief History of Long Memory: Hurst, Mandelbrot and the Road to ARFIMA, 1951-1980. Entropy 19(9): 437 (2017)

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