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  Mandelbrot’s 1/f Fractional Renewal Models of 1963–67: The Non-ergodic Missing Link Between Change Points and Long Range Dependence

Watkins, N. W. (2017). Mandelbrot’s 1/f Fractional Renewal Models of 1963–67: The Non-ergodic Missing Link Between Change Points and Long Range Dependence. In I. Rojas, H. Pomares, & O. Valenzuela (Eds.), Advances in Time Series Analysis and Forecasting: selected contributions from ITISE 2016 (pp. 197-208). Cham: Springer. doi:10.1007/978-3-319-55789-2_14.

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Item Permalink: https://hdl.handle.net/21.11116/0000-0002-5A13-4 Version Permalink: https://hdl.handle.net/21.11116/0000-0003-4E96-D
Genre: Book Chapter

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1603.00738v1.pdf (Preprint), 159KB
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 Creators:
Watkins, Nicholas Wynn1, Author           
Affiliations:
1Max Planck Institute for the Physics of Complex Systems, Max Planck Society, ou_2117288              

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 MPIPKS: Phase transitions and critical phenomena
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Language(s): eng - English
 Dates: 20172017
 Publication Status: Issued
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 Rev. Type: -
 Identifiers: DOI: 10.1007/978-3-319-55789-2_14
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Title: Advances in Time Series Analysis and Forecasting: selected contributions from ITISE 2016
Source Genre: Book
 Creator(s):
Rojas, Ignacio1, Editor
Pomares, Héctor1, Editor
Valenzuela, Olga1, Editor
Affiliations:
1 External Organizations, ou_persistent22            
Publ. Info: Cham : Springer
Pages: xv, 414 Seiten Volume / Issue: - Sequence Number: - Start / End Page: 197 - 208 Identifier: ISBN: 978-3-319-55788-5
ISBN: 978-3-319-55789-2
DOI: 10.1007/978-3-319-55789-2