Semi-parametric estimation of the long-range dependence parameter : A survey

By Jean‐Marc Bardet, Anne Philippe, Georges Oppenheim, Murad S. Taqqu, S. Stoev, Gabriel Lang. 2003

91 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/d9a70f7bc1c98a54dae9cc13e536a4306dba7473

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Richard G. Clegg
2. Jean‐François Coeurjolly
3. Matthieu Garcin
4. Alexandra Chronopoulou
5. Tilmann Gneiting
6. Hristos Tyralis
7. Sergio Bianchi

Citations in the corpus

• A practical guide to measuring the Hurst parameter (2006, background): “S T ] 25 Keywords: long-range dependence, data analysis, Hurst parameter, Internet traffic”
• Generators of long-range dependent processes: A survey (2003, unknown): “[2] J.”
• HURST EXPONENT ESTIMATION OF LOCALLY SELF-SIMILAR GAUSSIAN PROCESSES USING SAMPLE QUANTILES (2005, background): “The reader is referred to Beran (1994), Coeurjolly (2000) or Bardet et al. (2003) for an overview of this problem.”