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Fractal Time Series—A Tutorial Review
16 references·1 citing·31 second hop
Fractal Time Series—A Tutorial Review (2009)Fractal Time Series—A Tutorial ReviewIntroduction to Stochastic Processes (2014)Introduction to Stochastic Pr…Stochastic Models That Separate Fractal Dimension and the Hurst Effect (2004)Stochastic Models That Separa…Levy Processes—From Probability to Finance and Quantum Groups (2004)Levy Processes—From Probabili…Geostatistics: Modeling Spatial Uncertainty (2000)Geostatistics: Modeling Spati…Multifractals and 1/ƒ Noise (1999)Multifractals and 1/ƒ NoiseGeostatistics (1999)GeostatisticsA wavelet-based joint estimator of the parameters of long-range dependence (1999)A wavelet-based joint estimat…Evaluating scaled windowed variance methods for estimating the Hurst coefficient of time series (1997)Evaluating scaled windowed va…ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY (1995)ESTIMATORS FOR LONG-RANGE DEP…Fractal Physiology (1994)Fractal PhysiologyFractal Physiology (1994)Fractal PhysiologyFractal Market Analysis: Applying Chaos Theory to Investment and Economics (1994)Fractal Market Analysis: Appl…On the spectrum of fractional Brownian motions (1989)On the spectrum of fractional…Brownian Motion (1980)Brownian MotionTime Series Analysis Forecasting and Control. (1973)Time Series Analysis Forecast…Fractional Brownian Motions, Fractional Noises and Applications (1968)Fractional Brownian Motions, …A Process Deviation Analysis – A Case Study (2012)A Process Deviation Analysis …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)Fractional Differencing (1981)Statistics for Long-Memory Processes. (1996)Estimation of Hurst exponent revisited (2006)Bootstrap for Empirical Multifractal Analysis (2007)Interaction-dominant dynamics in human cognition: Beyond 1/ƒα fluctuation. (2010)Behavioral Finance and Its Implications for Stock-Price Volatility (1998)On Hurst exponent estimation under heavy-tailed distributions (2010)On the Efficiency of Foreign Exchange Markets in Times of the COVID-19 Pandemic (2020)Model-Based Geostatistics (1998)Spatial data analysis: theory and practice (2004)An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach (2011)Wavelet analysis of long-range-dependent traffic (1998)Effect of nonstationarities on detrended fluctuation analysis (2002)Multifractal detrended cross-correlation analysis for two nonstationary signals (2008)Fractal characterization of complexity in temporal physiological signals (2002)Quantifying cross-correlations using local and global detrending approaches (2009)Fast simulation of rare events in queueing and reliability models (1995)A Theory of Trickle-Down Growth and Development (1997)A taxonomy of model structures for economic evaluation of health technologies (2006)Under the hood Issues in the specification and interpretation of spatial regression models (2002)Verification, validation, and predictive capability in computational engineering and physics (2004)Spatial Analysis (2005)Revealing the dynamic network structure of the Beck Depression Inventory-II (2014)The life course cube: A tool for studying lives (2018)Assessing the environmental impacts of renewable energy sources: A case study on air pollution and carbon emissions in China (2023)A fractal approach to dynamic inference and distribution analysis (2013)How Stuttering Develops: The Multifactorial Dynamic Pathways Theory (2017)
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  • 1995ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY1,189 cited
  • 1994Fractal Market Analysis: Applying Chaos Theory to Investment and Economics983 cited
  • 1973Time Series Analysis Forecasting and Control.972 cited
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  • 2004Levy Processes—From Probability to Finance and Quantum Groups223 cited

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Cited by

  • 2012A Process Deviation Analysis – A Case Study47 cited