Mandelbrot, Benoit B.; Taqqu, Murad S. Robust R/S analysis of long-run serial correlation. (English) Zbl 0518.62036 Bull. Int. Stat. Inst. 48, No. 2, 69-99 (1979). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 33 Documents MSC: 62F35 Robustness and adaptive procedures (parametric inference) 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) 62M99 Inference from stochastic processes Keywords:robust R/S analysis of long-run serial correlation; survey; nonperiodic statistical dependence; hydrology; self similar processes; Hermite processes PDF BibTeX XML Cite \textit{B. B. Mandelbrot} and \textit{M. S. Taqqu}, Bull. Int. Stat. Inst. 48, No. 2, 69--99 (1979; Zbl 0518.62036)