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most citedStochastic models which separate fractal dimension and Hurst effect

449 citations · 2.1k across the 35 of their papers we have counts for

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math.ST2015

Of Quantiles and Expectiles: Consistent Scoring Functions, Choquet Representations, and Forecast Rankings

Werner Ehm, Tilmann Gneiting, Alexander Jordan +1

In the practice of point prediction, it is desirable that forecasters receive a directive in the form of a statistical functional, such as the mean or a quantile of the predictive…