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Computer Experiments with Fractional Gaussian Noises: Part 2, Rescaled Ranges and Spectra

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References

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2007Power-law autocorrelated stochastic processes with long-range cross-correlations125 cited
2002LONG-RANGE FRACTAL CORRELATIONS IN LITERARY CORPORA110 cited
1976Evidence for nonstationarity as a physical explanation of the Hurst Phenomenon104 cited
1991Fractal correlation in heterogeneous systems64 cited
2011Monetary policy regimes in macroeconomic data: An application of fractal analysis11 cited

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