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Long-Memory Processes, the Allan Variance and Wavelets

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References

1968Fractional Brownian Motions, Fractional Noises and Applications7,727 cited
1989Space-Time Modelling with Long-Memory Dependence: Assessing Ireland's Wind Power Resource625 cited
1997Statistics for Long-Memory Processes606 cited
1969Computer Experiments With Fractional Gaussian Noises: Part 1, Averages and Variances542 cited
1938An empirical law describing heterogeneity in the yields of agricultural crops527 cited
1992Statistical Methods for Data with Long-Range Dependence440 cited

Cited by

2002Testing for homogeneity of variance in time series: Long memory, wavelets, and the Nile River103 cited
2017Time-localized wavelet multiple regression and correlation102 cited
2000Wavelet estimation of a local long memory parameter69 cited

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