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20112019
most citedA brief history of long memory: Hurst, Mandelbrot and the road to ARFIMA

135 citations · 186 across the 5 of their papers we have counts for

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physics.data-an2011★ 50 cited

Robustness of Estimators of Long-Range Dependence and Self-Similarity under non-Gaussianity

Christian L. E. Franzke, Timothy Graves, Nicholas W. Watkins +2

Long-range dependence and non-Gaussianity are ubiquitous in many natural systems like ecosystems, biological systems and climate. However, it is not always appreciated that both ph…