135 citations · 136 across the 2 of their papers we have counts for
3 papers
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…
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…
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…