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- W3125013194 abstract "Long memory plays an important role in many fields by determining the behaviour and predictability of systems; for instance, climate, hydrology, finance, networks and DNA sequencing. In particular, it is important to test if a process is exhibiting long memory since that impacts the accuracy and confidence with which one may predict future events on the basis of a small amount of historical data. A major force in the development and study of long memory was the late Benoit B. Mandelbrot. Here we discuss the original motivation of the development of long memory and Mandelbrot's influence on this fascinating field. We will also elucidate the sometimes contrasting approaches to long memory in different scientific communities" @default.
- W3125013194 created "2021-02-01" @default.
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- W3125013194 date "2017-05-26" @default.
- W3125013194 modified "2023-09-23" @default.
- W3125013194 title "A Brief History of Long Memory: Hurst, Mandelbrot and the Road to ARFIMA" @default.
- W3125013194 doi "https://doi.org/10.20944/preprints201705.0194.v1" @default.
- W3125013194 hasPublicationYear "2017" @default.
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