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Long Range Dependence

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Cited by

2017A Brief History of Long Memory: Hurst, Mandelbrot and the Road to ARFIMA, 1951–1980

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2013The covariation for Banach space valued processes and applications29 cited

2007How long memory in volatility affects true dependence structure28 cited

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2008Stable Convergence of Multiple Wiener-Itô Integrals24 cited

2015EFFICIENT MARKETS AND BEHAVIORAL FINANCE: A COMPREHENSIVE MULTIFRACTIONAL MODEL22 cited

2010On rapid change points under long memory16 cited