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Self-Affine Time Series: I. Generation and Analyses
13 references·6 citing·28 second hop
Self-Affine Time Series: I. Generation and Analyses (1999)Self-Affine Time Series: I. Generation an…Statistics for Long-Memory Processes. (1996)Statistics for Long-Memory Pr…Statistics for Long-Memory Processes. (1996)Statistics for Long-Memory Pr…Fractal Physiology (1994)Fractal PhysiologyEvaluating rescaled range analysis for time series (1994)Evaluating rescaled range ana…Statistical Methods for Data with Long-Range Dependence (1992)Statistical Methods for Data …Four methods to estimate the fractal dimension from self-affine signals (medical application) (1992)Four methods to estimate the …Finite correlation dimension for stochastic systems with power-law spectra (1989)Finite correlation dimension …Time Series Analysis: Forecasting and Control. (1978)Time Series Analysis: Forecas…Time Series Analysis, Forecasting and Control. (1971)Time Series Analysis, Forecas…Some long‐run properties of geophysical records (1969)Some long‐run properties of g…Robustness of the rescaled range R/S in the measurement of noncyclic long run statistical dependence (1969)Robustness of the rescaled ra…Computer Experiments With Fractional Gaussian Noises: Part 1, Averages and Variances (1969)Computer Experiments With Fra…Fractional Brownian Motions, Fractional Noises and Applications (1968)Fractional Brownian Motions, …Evaluating the efficacy of bivariate extreme modelling approaches for multi-hazard scenarios (2020)Evaluating the efficacy of bi…Quantification of Long-Range Persistence in Geophysical Time Series: Conventional and Benchmark-Based Improvement Techniques (2013)Quantification of Long-Range …Wavelet and rescaled range approach for the Hurst coefficient for short and long time series (2006)Wavelet and rescaled range ap…Aliasing in 1∕fα noise spectra: Origins, consequences, and remedies (2005)Aliasing in 1∕fα noise spectr…The screening effect in Kriging (2002)The screening effect in Krigi…Scaling and persistence of UK pollution (2001)Scaling and persistence of UK…The Typical Spectral Shape of an Economic Variable (1966)AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)Empirical properties of asset returns: stylized facts and statistical issues (2001)Long-Term Storage: An Experimental Study. (1966)When Can Price be Arbitraged Efficiently? A Limit to the Validity of the Random Walk and Martingale Models (1971)Fractal characterization of complexity in temporal physiological signals (2002)Weak convergence to fractional brownian motion and to the rosenblatt process (1975)Tests for Hurst Effect (1987)The variation of certain speculative prices (1997)Reversibility as a criterion for discriminating time series (1995)Self-affine time series: measures of weak and strong persistence (1999)A Tutorial on Multifractality, Cascades, and Interactivity for Empirical Time Series in Ecological Science (2013)The Hurst Phenomenon: A puzzle? (1974)Long-term dependence in common stock returns (1977)Stock market prices and long-range dependence (1999)Stochastic Models That Separate Fractal Dimension and the Hurst Effect (2004)Quantifying cross-correlations using local and global detrending approaches (2009)Wavelet analysis of long-range-dependent traffic (1998)Statistical properties of the volatility of price fluctuations (1999)The Distribution of Realized Exchange Rate Volatility (2001)Principles of forecasting : a handbook for researchers and practitioners (2001)25 years of time series forecasting (2006)The politics of attention: how government prioritizes problems (2006)Long memory relationships and the aggregation of dynamic models (1980)Understanding spurious regressions in econometrics (1986)Scaling of the distribution of fluctuations of financial market indices (1999)Robust dynamic classes revealed by measuring the response function of a social system (2008)
this work references cited by second hop

References

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  • 1978Time Series Analysis: Forecasting and Control.5,299 cited
  • 1971Time Series Analysis, Forecasting and Control.2,771 cited
  • 1996Statistics for Long-Memory Processes.2,686 cited
  • 1996Statistics for Long-Memory Processes.1,480 cited
  • 1969Robustness of the rescaled range R/S in the measurement of noncyclic long run statistical dependence1,066 cited
  • 1969Some long‐run properties of geophysical records991 cited
  • 1994Fractal Physiology870 cited
  • 1989Finite correlation dimension for stochastic systems with power-law spectra663 cited
  • 1969Computer Experiments With Fractional Gaussian Noises: Part 1, Averages and Variances542 cited
  • 1992Statistical Methods for Data with Long-Range Dependence440 cited
  • 1992Four methods to estimate the fractal dimension from self-affine signals (medical application)198 cited
  • 1994Evaluating rescaled range analysis for time series197 cited

Cited by

  • 2002The screening effect in Kriging111 cited
  • 2006Wavelet and rescaled range approach for the Hurst coefficient for short and long time series

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108 cited
  • 2013Quantification of Long-Range Persistence in Geophysical Time Series: Conventional and Benchmark-Based Improvement Techniques107 cited
  • 2005Aliasing in 1∕fα noise spectra: Origins, consequences, and remedies95 cited
  • 2001Scaling and persistence of UK pollution86 cited
  • 2020Evaluating the efficacy of bivariate extreme modelling approaches for multi-hazard scenarios24 cited