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Characterization of long-range correlations in complex distributions and profiles
2 references·3 citing·18 second hop
Characterization of long-range correlations in complex distributions and profiles (1997)Characterization of long-range correlatio…Computer Experiments With Fractional Gaussian Noises: Part 1, Averages and Variances (1969)Computer Experiments With Fra…Long-Term Storage: An Experimental Study. (1966)Long-Term Storage: An Experim…Stochastic modeling of unresolved scales in complex systems (2009)Stochastic modeling of unreso…Markov analysis and Kramers-Moyal expansion of nonstationary stochastic processes with application to the fluctuations in the oil price (2007)Markov analysis and Kramers-M…Wavelet estimation of a local long memory parameter (2000)Wavelet estimation of a local…ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY (1995)Introduction to Econophysics (1999)Magnitude and Sign Correlations in Heartbeat Fluctuations (2001)Stochastic Differential Equations: Theory and Applications. (1976)Stochastic Calculus for Fractional Brownian Motion I. Theory (2000)Stochastic evolution equations with fractional Brownian motion (2003)Fractional Brownian Motions, Fractional Noises and Applications (1968)Robustness of the rescaled range R/S in the measurement of noncyclic long run statistical dependence (1969)Some long‐run properties of geophysical records (1969)Long-term dependence in common stock returns (1977)Long memory processes and fractional integration in econometrics (1996)Stock market prices and long-range dependence (1999)THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)Statistics for Long-Memory Processes. (1996)Wavelet analysis of long-range-dependent traffic (1998)A chaos analysis for Greek and Turkish equity markets (2010)Studying the Time Scale Dependence of Environmental Variables Predictability Using Fractal Analysis (2010)Detecting long-range correlations with detrended fluctuation analysis (2001)
this work references cited by second hop

References

  • 1966Long-Term Storage: An Experimental Study.776 cited
  • 1969Computer Experiments With Fractional Gaussian Noises: Part 1, Averages and Variances542 cited

Cited by

  • 2000Wavelet estimation of a local long memory parameter69 cited
  • 2007Markov analysis and Kramers-Moyal expansion of nonstationary stochastic processes with application to the fluctuations in the oil price60 cited
  • 2009Stochastic modeling of unresolved scales in complex systems6 cited

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