Wavelets, generalized white noise and fractional integration: The synthesis of fractional Brownian motion

The Fractal Geometry of Nature.

Colin Sparrow, B. B. Mandelbrot · Journal of the Royal Statistical Society Series A (General) · 1984 · 14.8K citations

Natural Sciences, Physics, Mathematical Physics +3

Fractional Brownian Motions, Fractional Noises and Applications

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

Natural Sciences, Economics, Mathematics +9

On the self-similar nature of Ethernet traffic (extended version)

W.E. Leland, Murad S. Taqqu, Walter Willinger et al. · IEEE/ACM Transactions on Networking · 1994 · 5.3K citations

Computing, Computer Engineering, Computer Science +17

Time Series: Theory and Methods

Eric R. Ziegel, Peter J. Brockwell, Richard A. Davis · Technometrics · 1992 · 5.1K citations

Computing, Data Science, Econometrics +16

Statistics for Long-Memory Processes.

W. D. Ray, Jan Beran · Journal of the Royal Statistical Society Series A (Statistics in Society) · 1996 · 2.7K citations

Natural Sciences, Earth Sciences, Hydrology +14