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

Franzke, Christian; Graves, Timothy; Watkins, Nicholas; Gramacy, Robert B.; Hughes, Cecilia. 2012 Robustness of estimators of long-range dependence and self-similarity under non-Gaussianity. Philosophical Transactions of the Royal Society of London, A, 370 (1962). 1250-1267. https://doi.org/10.1098/rsta.2011.0349

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Item Type: Publication - Article
Digital Object Identifier (DOI): https://doi.org/10.1098/rsta.2011.0349
Programmes: BAS Programmes > Polar Science for Planet Earth (2009 - ) > Environmental Change and Evolution
ISSN: 1364-503X
Additional Keywords: Memory, Paradigmatic models, Multiplicative noise
NORA Subject Terms: Meteorology and Climatology
Date made live: 19 Mar 2012 11:46 +0 (UTC)
URI: https://nora.nerc.ac.uk/id/eprint/17354

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