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

Watkins, Nicholas Wynn

doi:10.1007/978-3-319-55789-2_14

Item

ITEM ACTIONSEXPORT

Add to Basket

Local TagsRelease HistoryDetailsSummary

Released

Book Chapter

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

MPS-Authors

/persons/resource/persons185048

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

External Resource

https://www.springerprofessional.de/mandelbrot-s-1-f-fractional-renewal-models-of-1963-67-the-non-er/13345540
(Publisher version)

Fulltext (restricted access)

There are currently no full texts shared for your IP range.

Fulltext (public)

1603.00738v1.pdf
(Preprint), 159KB

Supplementary Material (public)

There is no public supplementary material available

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: https://hdl.handle.net/21.11116/0000-0002-5A13-4

Abstract

There is no abstract available