Work

Computer Experiments With Fractional Gaussian Noises: Part 1, Averages and Variances

Year: 1969

Type: article

Source: Water Resources Research

DOI: 10.1029/wr005i001p00228

Authors: Benoit B. Mandelbrot, James R. Wallis

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2144328044

FWCI: 86.13

Cites: 17

Cited by: 542

Related to: 10