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Long-range dependency
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#	Item
11	Microsoft Word - Abstract_Eurostat2006.doc Add to Reading List Source URL: epp.eurostat.ec.europa.eu Language: English Time series Seasonal adjustment Autoregressive integrated moving average Long-range dependency Forecasting Cointegration École Normale Supérieure de Cachan Economic model Time series analysis Statistics Seasonality
12	The Sources and Nature of Long-Term Memory in Aggregate Output Add to Reading List Source URL: www.clevelandfed.org Language: English - Date: 2006-06-27 16:20:44 Long-range dependency Statistical dependence Teletraffic Central limit theorem Normal distribution Autoregressive integrated moving average Unit root Statistical hypothesis testing Autoregressive conditional heteroskedasticity Statistics Time series analysis Econometrics
13	LONG MEMORY AND SELF-SIMILAR PROCESSES GENNADY SAMORODNITSKY Abstract. This paper is a survey of both classical and new results and ideas on long memory, scaling and self-similarity, both in the light-tailed and heavy-ta Add to Reading List Source URL: www.math.univ-toulouse.fr Language: English - Date: 2009-01-07 04:54:53 Stable distribution Gaussian process Stationary process Random walk Covariance function Long-range dependency Markov chain Hurst exponent Detrended fluctuation analysis Statistics Stochastic processes Fractional Brownian motion
14	Monte Carlo Methods for Derivative Pricing of Stochastic Volatility Models Wes Devauld Apr 23, 2013 Add to Reading List Source URL: blog.devauld.ca Language: English - Date: 2013-04-23 01:06:28 Financial economics Mathematical sciences Options Stochastic volatility Fractional Brownian motion Geometric Brownian motion Brownian motion Volatility Long-range dependency Statistics Mathematical finance Stochastic processes
15	Estimating the Fractal Dimension of the S&P 500 Index using Wavelet Analysis Erhan Bayraktar Add to Reading List Source URL: www.princeton.edu Language: English - Date: 2003-12-22 16:14:29 Long-range dependency Normal distribution Hurst exponent Brownian motion Stochastic volatility Wavelet Random walk Black–Scholes Time series Statistics Stochastic processes Fractional Brownian motion
16	On the Self-Similar Nature of Ethernet Traffic Will E. Leland† [removed] Add to Reading List Source URL: ccr.sigcomm.org Language: English - Date: 1999-03-25 18:35:10 Electronic engineering Self-similar process Long-range dependency Ethernet Traffic generation model Self-similarity Quality of service Traffic flow Teletraffic engineering Teletraffic Statistics Electronics
17	PDF Document Add to Reading List Source URL: www2.isye.gatech.edu Language: English - Date: 2013-07-04 16:38:15 Long-range dependency Brownian motion Gaussian process Wiener process Queueing model Queueing theory Self-Similarity of Network Data Analysis Long-tail traffic Statistics Stochastic processes Fractional Brownian motion

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