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Nonlinear time series analysis of ground-level ozone dynamics in Southern Taiwan
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References

  • 1996A test for independence based on the correlation dimension3,573 cited
  • 1969Robustness of the rescaled range R/S in the measurement of noncyclic long run statistical dependence1,066 cited
  • 1991Chaos and order in the capital markets566 cited
  • 1996Varieties of long memory models425 cited
  • 1976The expected value of the adjusted rescaled Hurst range of independent normal summands194 cited
  • 1969Computer Experiments with Fractional Gaussian Noises: Part 2, Rescaled Ranges and Spectra167 cited
  • 1999The behaviour of some UK equity indices: An application of Hurst and BDS tests148 cited
  • 1997Analyzing exact fractal time series: evaluating dispersional analysis and rescaled range methods143 cited
  • 1976The Expected Value of the Adjusted Rescaled Hurst Range of Independent Normal Summands138 cited
  • 2000Hurst analysis of electricity price dynamics114 cited
  • 2001Scaling and persistence of UK pollution86 cited
  • 2003Are Hurst exponents estimated from short or irregular time series meaningful?68 cited
  • 1999Some simulations and applications of forecasting long-memory time-series models50 cited

Cited by

  • 2016The persistence of air pollution in four mega-cities of China54 cited

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