-
Barnsley, M. (1988).
-
Fractals everywhere., Boston, MA etc.: Academic Press, Inc.
- Beran, J. (
1994).
-
Statistics for Long Memory Processes, Chapman and Hall, New York.
-
Carter, P., Cawley, R. and Mauldin, R. (
1988).
-
Mathematics of dimension measurements of graphs of functions, in D. Weitz, L. Sander and B. Mandelbrot (eds), Proc. Symb.
Fractal Aspects of Materials, Disordered Systems, pp. 183-186.
-
Davies, R. B. and Harte, D. S. (
1987).
-
Test for Hurst Effect, Biometrica 74: 95-102.
-
Hall, P., Härdle, W., Kleinow, T. and Schmidt, P. (
2000).
-
Semiparametric bootstrap approach to hypothesis tests and confidence
intervals for the hurst coefficient, Statistical Inference for
stochastic Processes 3.
-
Hall, P. and Wood, A. (1993).
-
On the performance of box-counting estimators of fractal
dimension., Biometrika 80(1): 246-252.
- Heyman, D., Tabatabai, A.
and Lakshman, T.V. (1993)
.
Statistical analysis and simulation of video
teleconferencing in ATM networks, IEEE Trans. Circuits. Syst.
Video Technol., 2, 49-59.
-
-
Hunt, F. (1990).
-
Error analysis and convergence of capacity dimension algorithms.,
SIAM J. Appl. Math. 50(1): 307-321.
- Hurst, H. E. (
1951).
-
Long Term Storage Capacity of Reservoirs,
Trans. Am. Soc. Civil Engineers 116, 770-799.
- Jones,
P.D. and Briffa, K.R. (
1992).
-
Global surface air temperature variations during the twentieth century:
Part 1, spatial, temporal and seasonals details, The Holocene
2, 165-179.
-
Kent, J. T. and Wood, A. T. (1997).
-
Estimating the fractal dimension of a locally self-similar Gaussian
process by using increments., J. R. Stat. Soc., Ser. B 59(3): 679-699.
- Leland, W.E., Taqqu, M.S.,
Willinger, W. and Wilson, D.V. (
1993).
-
Ethernet traffic is self-similar: Stochastic modelling of packet traffic data,
preprint, Bellcore, Morristown.
- Lo, A.W. (
1991).
-
Long-term memory in stock market prices, Econometrica, 59, 1279-1313.
-
Mandelbrot, B.B. and van Ness, J.W. (
1968).
-
Fractional Brownian Motion, fractional Noises and Applications,
SIAM Rev.10, 4, 422-437.
- Peters, E.E. (
1994).
-
Fractal Market Analysis: Applying Chaos Theory to
Investment and Economics, John Wiley & Sons, New York.
-
Samrodnitsky, G. and Taqqu, M.S. (
1994).
-
Stable non-Gaussian Random Processes: Stochastic Models with infinite variance, Chapman and
Hall, New York.
-
Sullivan, F. and Hunt, F. (1988).
-
How to estimate capacity dimension, Nuclear Physics B (Proc.
Suppl.) pp. 125-128.