TY - JOUR A1 - Graves, Timothy A1 - Franzke, Christian L. E. A1 - Watkins, Nicholas W. A1 - Gramacy, Robert B. A1 - Tindale, Elizabeth T1 - Systematic inference of the long-range dependence and heavy-tail distribution parameters of ARFIMA models T2 - Physica : europhysics journal ; A, Statistical mechanics and its applications KW - Long-range dependence KW - Heavy-tails KW - Bayesian estimation KW - ARFIMA Y1 - 2017 UR - https://publishup.uni-potsdam.de/frontdoor/index/index/docId/46710 SN - 0378-4371 SN - 1873-2119 VL - 473 SP - 60 EP - 71 PB - Elsevier CY - Amsterdam ER -