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Generators of long-range dependent processes: A survey
10 references·1 citing·37 second hop
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this work references cited by second hop

References

  • 1996Statistics for Long-Memory Processes.2,686 cited
  • 1995ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY1,189 cited
  • 1992Maximum likelihood estimation of stationary univariate fractionally integrated time series models1,050 cited
  • 1999Stochastic Analysis of the Fractional Brownian Motion744 cited
  • 1987Tests for Hurst Effect544 cited
  • 1994Simulation of Stationary Gaussian Processes in [0, 1]d394 cited
  • 2008Long Memory Relationships and the Aggregation of Dynamic Models357 cited
  • 1998On estimating the intensity of long-range dependence in finite and infinite variance time series179 cited
  • 1969Computer Experiments with Fractional Gaussian Noises: Part 3, Mathematical Appendix146 cited
  • 1998Fractional Brownian Motion and the Markov Property70 cited

Cited by

  • 2008Asymptotic Properties of the Detrended Fluctuation Analysis of Long-Range-Dependent Processes75 cited

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