Concepedia

Estimating long-range dependence in time series: An evaluation of estimators implemented in R

Esther Stroe‐Kunold, Tetiana Stadnytska, Joachim Werner, Simone Braun

Behavior Research Methods · 2009 · 39 citations · 65 references

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Concepts

References

65

R: A Language and Environment for Statistical Computing

R Core Team · 2000 · 353K citations · Full text

, , +10

Numerical recipes in C: the art of scientific computing

Choice Reviews Online · 1993 · 18.1K citations · Full text

, , +12

Numerical recipes in Pascal: the art of scientific computing

Choice Reviews Online · 1990 · 11.9K citations

, , +10

Fractional Brownian Motions, Fractional Noises and Applications

Benoît B. Mandelbrot, John W. Van Ness · SIAM Review · 1968 · 7.7K citations

, , +9

Self-organized criticality: An explanation of the 1/<i>f</i>noise

Per Bak, Chao Tang, Kurt Wiesenfeld · Physical Review Letters · 1987 · 7.6K citations

, , +17