METHODS

TIME SERIES WITH LONG-RANGE DEPENDENCE

• FGN (Fractional Gaussian Noise)

• FARIMA (Fractional ARIMA)

• Ethernet Data

METHODS OF ANALYSIS

• Aggregated Variance

• Absolute Moments

• Periodogram

• Variance of Residuals

• R/S

• Whittle's Approximate MLE

• Local Whittle

• Ratio of Variance of Residuals

• Wavelets

NOTES ON S-PLUS

Data Tarfile