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Long-range dependency
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1	Stochastic Volatility with Long�Range Dependence Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-15 17:47:44 Options Stochastic differential equations Stochastic calculus Volatility Stochastic volatility Gaussian process Normal distribution Black–Scholes Long-range dependency Statistics Stochastic processes Mathematical finance
2	Proceedings of the 2005 International Conference on Simulation and Modeling V. Kachitvichyanukul, U. Purintrapiban, P. Utayopas, eds. 1 MODELING FINANCIAL DATA Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-15 22:04:20 Covariance and correlation Regression analysis Stochastic processes Normal distribution Long-range dependency Volatility Stochastic volatility Time series CIR process Statistics Time series analysis Mathematical finance
3	Trend Analysis of Ozone and Nitrogen Oxides in Sydney Using A Long Range Dependence Time Series Model M. Azzia and H. Ducb a CSIRO, Division of Energy Technology PO Box 136, North Ryde, NSW 2113. Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-14 21:06:23 Chemistry Time series analysis Earth Ozone depletion Environmental chemistry Ozone Tropospheric ozone Air pollution Long-range dependency Environment Pollutants Smog
4 $Stochastic models which separate fractal dimension and Hurst effect Tilmann Gneiting Martin Schlather$	Stochastic models which separate fractal dimension and Hurst effect Tilmann Gneiting Martin Schlather Add to Reading List Source URL: www.nrcse.washington.edu Language: English - Date: 2001-09-14 16:02:39 Dimension Time series analysis Dimension theory Statistical dependence Fractional Brownian motion Hurst exponent Fractal Long-range dependency Hausdorff dimension Statistics Stochastic processes Fractals
5	egu_logo_without_circle_grey Add to Reading List Source URL: www.hydrol-earth-syst-sci.net Language: English - Date: 2014-12-04 03:26:31 Structural break Autocorrelation Long-range dependency Autoregressive integrated moving average Memory Long-term memory Kuantan Time series Rescaled range Statistics Time series analysis Autoregressive fractionally integrated moving average
6	Model-Driven Simulation of Grid Scheduling Strategies Hui Li†∗ † Leiden Institute of Advanced Computer Science (LIACS), Leiden University Add to Reading List Source URL: www.cloudbus.org Language: English - Date: 2007-07-19 04:46:05 Time series analysis Parallel computing Teletraffic Job scheduler Grid computing Computer cluster Long-range dependency Autocorrelation SimGrid Concurrent computing Computing Statistics
7	Persistence in the Banking Industry: Fractional integration and breaks in memory Working Papers 2014 Uwe Hassler \| Paulo M.M. Rodrigues \| Antonio Rubia Add to Reading List Source URL: www.bportugal.pt Language: English - Date: 2014-05-02 11:33:45 Mathematical finance Fractional calculus Econometrics Statistical dependence Autoregressive conditional heteroskedasticity Long-range dependency Volatility Autoregressive integrated moving average Differintegral Statistics Mathematical analysis Time series analysis
8	Fractal Analysis of Intraflow Unidirectional Delay over W-LAN and W-WAN Environments Dimitrios P. Pezaros, Manolis Sifalakis, and Laurent Mathy Abstract—we have analysed unidirectional delay traces of a diverse set of Add to Reading List Source URL: eprints.lancs.ac.uk Language: English - Date: 2011-07-07 11:01:12 Teletraffic Statistical theory Streaming Long-range dependency Estimator Transmission Control Protocol Traffic flow Maximum likelihood Statistics Estimation theory Statistical inference
9	Robust Estimation of the Self-similarity Parameter in Network Traffic Haipeng Shen Department of Statistics and Operations Research University of North Carolina at Chapel Hill Add to Reading List Source URL: www.newton.ac.uk Language: English - Date: 2014-05-31 12:14:12 Teletraffic Long-range dependency Statistical dependence Time series analysis Wavelet Estimator Statistical inference Statistics Estimation theory
10	SUBMITTED TO IEEE JOURNAL ON SELECTED AREAS IN COMMUNICATIONS 1 A Nonstationary Traffic Train Model for Fine Scale Inference from Coarse Scale Counts Add to Reading List Source URL: www.stat.lanl.gov Language: English - Date: 2007-08-30 17:11:19 Time series analysis Electronics Queueing theory Internet standards Electronic engineering Long-range dependency Throughput Multiprotocol Label Switching Teletraffic engineering Teletraffic Statistics Network performance