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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Intermediate & Long Memory Time Series
An R Package for Time Series 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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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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