Stochastic Process with Memory
From MgmtWiki
Full Title
memory in a stochastic process
Context
The first serious argument that this can be important is in a series of papers of B. Mandelbrot and his co-authors, e.g. Mandelbrot (1965) and Mandelbrot and Wallis (1968). It is also due to the influence of these early papers and subsequent publications of Mandelbrot (especially Mandelbrot (1983)) that long range dependence has also become associated with scaling and fractal behaviour.
GENNADY SAMORODNITSKY LONG RANGE DEPENDENCE Cornell (2007?) https://people.orie.cornell.edu/gennady/techreports/LRD-NOW.pdf
