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Self-affine time series: measures of weak and strong persistence
11 references·9 citing·27 second hop
Self-affine time series: measures of weak and strong persistence (1999)Self-affine time series: measures of weak…Statistics for Long-Memory Processes. (1996)Statistics for Long-Memory Pr…Fractal Physiology (1994)Fractal PhysiologyFractal Physiology (1994)Fractal PhysiologyEvaluating rescaled range analysis for time series (1994)Evaluating rescaled range ana…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 (1977)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, …The spatiotemporal scaling laws of urban population dynamics (2025)The spatiotemporal scaling la…Quantification of Long-Range Persistence in Geophysical Time Series: Conventional and Benchmark-Based Improvement Techniques (2013)Quantification of Long-Range …MULTIFRACTAL CROSS-CORRELATION ANALYSIS BASED ON STATISTICAL MOMENTS (2012)MULTIFRACTAL CROSS-CORRELATIO…Use and misuse of some Hurst parameter estimators applied to stationary and non-stationary financial time series (2010)Use and misuse of some Hurst …Levels of complexity in scale-invariant neural signals (2009)Levels of complexity in scale…Long-range correlation and multifractality in Bach’s Inventions pitches (2007)Long-range correlation and mu…Fractal analysis of river flow fluctuations (2007)Fractal analysis of river flo…Multifractal fluctuations in seismic interspike series (2005)Multifractal fluctuations in …Aliasing in 1∕fα noise spectra: Origins, consequences, and remedies (2005)Aliasing in 1∕fα noise spectr…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: I. Generation and Analyses (1999)A Tutorial on Multifractality, Cascades, and Interactivity for Empirical Time Series in Ecological Science (2013)Evaluation of the dispersional analysis method for fractal time series (1995)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)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Generalized autoregressive conditional heteroskedasticity (1986)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 fractal approach to dynamic inference and distribution analysis (2013)How Stuttering Develops: The Multifactorial Dynamic Pathways Theory (2017)
this work references cited by second hop

References

  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1968Fractional Brownian Motions, Fractional Noises and Applications7,658 cited
  • 1996Statistics for Long-Memory Processes.2,686 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
  • 1994Fractal Physiology564 cited
  • 1969Computer Experiments With Fractional Gaussian Noises: Part 1, Averages and Variances542 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

  • 2007Fractal analysis of river flow fluctuations162 cited
  • 2009Levels of complexity in scale-invariant neural signals136 cited
  • 2010Use and misuse of some Hurst parameter estimators applied to stationary and non-stationary financial time series132 cited
  • 2012MULTIFRACTAL CROSS-CORRELATION ANALYSIS BASED ON STATISTICAL MOMENTS

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130 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
  • 2007Long-range correlation and multifractality in Bach’s Inventions pitches86 cited
  • 2005Multifractal fluctuations in seismic interspike series75 cited
  • 2025The spatiotemporal scaling laws of urban population dynamics29 cited