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Graves, Timothy, Gramacy, Robert, Watkins, Nicholas W. 
ORCID: 0000-0003-4484-6588 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. ORCID: 0000-0003-4484-6588, 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
