Cookies?
Library Header Image
LSE Research Online LSE Library Services

Items where Author is "Graves, Timothy"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | No Grouping
Number of items: 2.

Graves, Timothy, Gramacy, Robert, Watkins, Nicholas W. and Franzke, Christian (2017) A brief history of long memory: Hurst, Mandelbrot and the road to ARFIMA, 1951–1980. Entropy, 19 (9). p. 437. ISSN 1099-4300

Graves, Timothy, Franzke, Christian L.E., Watkins, Nicholas W., Gramacy, Robert B. and Tindale, Elizabeth (2017) Systematic inference of the long-range dependence and heavy-tail distribution parameters of ARFIMA models. Physica A: Statistical Mechanics and Its Applications, 473. pp. 60-71. ISSN 0378-4371

This list was generated on Thu Jun 27 09:03:34 2019 BST.