We have been in existence for over 10 years now, with content in many different places, lists, categories, and databases. This is an attempt to put everything together in one place, and help our readers (re-)discover some great articles and resources that were lost on the Internet over the years, but still sit on our web servers. We are making them come back to life. We are in the process of organizing it in a way that is user-friendly.  Some of the resources below are very recent, and some…

We investigate a large class of auto-correlated, stationary time series, proposing a new statistical test to measure departure from the base model, known as Brownian motion. We also discuss a methodology to deconstruct these time series, in order to identify the root mechanism that generates the observations. The time series studied here can be discrete or continuous in time, they  can have various degrees of smoothness (typically measured using the Hurst exponent) as well as long-range or…