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Long-range dependence: now you see it, now you don't!
5 references·0 citing·18 second hop
Long-range dependence: now you see it, now you don't! (2003)Long-range dependence: now you see it, no…A multifractal wavelet model with application to network traffic (1999)A multifractal wavelet model …On estimating the intensity of long-range dependence in finite and infinite variance time series (1998)On estimating the intensity o…Statistics for Long-Memory Processes (1997)Statistics for Long-Memory Pr…Statistics for Long-Memory Processes. (1996)Statistics for Long-Memory Pr…Chaos and order in the capital markets (1991)Chaos and order in the capita…Fractional Brownian Motions, Fractional Noises and Applications (1968)ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY (1995)Fractals and Scaling in Finance (1997)Scaling analysis of conservative cascades, with applications to network traffic (1999)On Non-Scale-Invariant Infinitely Divisible Cascades (2005)Effect of Nonlinear Correlations on the Statistics of Return Intervals in Multifractal Data Sets (2007)Generators of long-range dependent processes: A survey (2003)On the wavelet spectrum diagnostic for Hurst parameter estimation in the analysis of Internet traffic (2005)Detection of long‐range dependence and estimation of fractal exponents through ARFIMA modelling (2006)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)A case study on using neural networks to perform technical forecasting of forex (2000)The effects of behavioural factors in investment decision-making: a survey of institutional investors operating at the Nairobi Stock Exchange (2008)Punctuated Equilibrium Theory: Explaining Stability and Change in Public Policymaking (2018)A wavelet-based joint estimator of the parameters of long-range dependence (1999)Modelling Nonlinear Economic Time Series (2010)Informational efficiency of Bitcoin—An extension (2017)
this work references cited by second hop

References

  • 1996Statistics for Long-Memory Processes.2,686 cited
  • 1997Statistics for Long-Memory Processes606 cited
  • 1999A multifractal wavelet model with application to network traffic583 cited
  • 1991Chaos and order in the capital markets566 cited
  • 1998On estimating the intensity of long-range dependence in finite and infinite variance time series179 cited

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