135 citations · 186 across the 5 of their papers we have counts for
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stat.OT2014★ 135 cited
A brief history of long memory: Hurst, Mandelbrot and the road to ARFIMA
Timothy Graves, Robert B. Gramacy, Nicholas Watkins +1
Long memory plays an important role in many fields by determining the behaviour and predictability of systems; for instance, climate, hydrology, finance, networks and DNA sequencin…
stat.ME2014★ 1 cited
Efficient Bayesian inference for long memory processes
Timothy Graves, Robert B. Gramacy, Christian Franzke +1
In forecasting problems it is important to know whether or not recent events represent a regime change (low long-term predictive potential), or rather a local manifestation of long…