Robustness of estimators of long-range dependence and self-similarity under non-Gaussianity

Details

Publication status:
Published
Author(s):
Authors: Franzke, Christian, Graves, Timothy, Watkins, Nicholas, Gramacy, Robert B., Hughes, Cecilia

Date:
1 January, 2012
Journal/Source:
Philosophical Transactions of the Royal Society of London, A / 370
Page(s):
1250-1267
Link to published article:
https://doi.org/10.1098/rsta.2011.0349