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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. 10.1098/rsta.2011.0349


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Programmes (Superseded):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