Watkins, Nicholas Wynn Max Planck Institute for the Physics of Complex Systems, Max Planck Society;
https://www.springerprofessional.de/mandelbrot-s-1-f-fractional-renewal-models-of-1963-67-the-non-er/13345540 (Verlagsversion)
1603.00738v1.pdf (Preprint), 159KB
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.
