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…

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…

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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