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
JF  - Physica : europhysics journal ; A, Statistical mechanics and its applications
KW  - Long-range dependence
KW  - Heavy-tails
KW  - Bayesian estimation
KW  - ARFIMA
Y1  - 2017
U6  - https://doi.org/10.1016/j.physa.2017.01.028
SN  - 0378-4371
SN  - 1873-2119
VL  - 473
SP  - 60
EP  - 71
PB  - Elsevier
CY  - Amsterdam
ER  -