Statistics for Long-Memory Processes.Donald B. Percival, Jan Beran1996-09-01otherJournal of the American Statistical Association1,480 citationsclosedNo readable copy stored yet — this record is metadata only.Complex Systems and Time Series AnalysisSpatial and Panel Data AnalysisTime Series Analysis and ForecastingAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 1,480 citations exist upstream.Cited by1999Scaling of the distribution of fluctuations of financial market indices2008Robust dynamic classes revealed by measuring the response function of a social system1999Statistical properties of the volatility of price fluctuations1998The detection and estimation of long memory in stochastic volatility2009How Markets Slowly Digest Changes in Supply and Demand2004Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development2008The Volatility of Realized Volatility2004The Long Memory of the Efficient Market