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Next Steps: R/S Analysis

The rescaled range – or range over standard deviation – analysis was first used by Harold Edwin Hurst when he analyzed the Nile River in the first half of the 20th century. Later on several modifications have been applied to

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Development of R-Package ILMTS has started.

By now, long memory processes have made it into introductory textbooks on time series and the notion is known to a broad audience. However, only the very basic concepts are touched and as applies to all of statistics, a naive

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