Fractal time series substantially differs from conventional one in its statistic properties. For
instance, it may have a heavy-tailed probability distribution function PDF, a slowly decayed …

The Olympic Games are the largest, highest-profile, and most expensive megaevent hosted
by cities and nations. Average sports-related costs of hosting are $12.0 billion. Non-sports …

Long-memory, or more generally fractal, processes are known to play an important role in
many scientific disciplines and applied fields such as physics, geophysics, hydrology …

Statistical Methods for Long Term Memory Processes covers the diverse statistical methods
and applications for data with long-range dependence. Presenting material that previously …

Publisher Summary This chapter describes statistical aspects of a line of recent work in
finance that is associated with nonlinearity, long term dependence, fat tails, chaos theory …

Time series analysis is one of several branches of statistics whose practical importance has
increased with the availability of powerful computational tools. Methodology that was …

In practical applications of Box‐Jenkins autoregressive integrated moving average (ARIMA)
models, the number of times that the observed time series must be differenced to achieve …

This book develops a new theoretical perspective on bureaucratic influence and
congressional agenda setting based on limited attention and government information …

This paper discusses the properties of an estimator of the memory parameter of a stationary
long-memory time-series originally proposed by Robinson. As opposed to ''narrow …

The highlights in this paper are in two aspects. First, we introduce a type of novel fractional
noise termed generalized fractional Gaussian noise (gfGn). Its autocorrelation function …