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Book Chapter

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

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Watkins,  Nicholas Wynn
Max Planck Institute for the Physics of Complex Systems, Max Planck Society;

Fulltext (public)

1603.00738v1.pdf
(Preprint), 159KB

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Citation

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.


Cite as: http://hdl.handle.net/21.11116/0000-0002-5A13-4
Abstract
There is no abstract available