| Estimators for long range dependence: An empirical study W Rea, L Oxley, M Reale, J Brown arXiv preprint arXiv:0901.0762, 2009 | 78 | 2009 |
| Detecting multiple mean breaks at unknown points in official time series C Cappelli, RN Penny, WS Rea, M Reale Mathematics and Computers in Simulation 78 (2-3), 351-356, 2008 | 39* | 2008 |
| Not all estimators are born equal: The empirical properties of some estimators of long memory W Rea, L Oxley, M Reale, J Brown Mathematics and Computers in Simulation 93, 29-42, 2013 | 35 | 2013 |
| Long memory in temperature reconstructions W Rea, M Reale, J Brown Climatic Change 107 (3), 247-265, 2011 | 35 | 2011 |
| Identification of changes in mean with regression trees: an application to market research WS Rea, M Reale, C Cappelli, JA Brown Econometric Reviews 29 (5-6), 754-777, 2010 | 30 | 2010 |
| Visualization of a stock market correlation matrix A Rea, W Rea Physica A: Statistical Mechanics and its Applications 400, 109-123, 2014 | 25 | 2014 |
| Long memory or shifting means in geophysical time series? W Rea, M Reale, J Brown, L Oxley Mathematics and Computers in Simulation 81 (7), 1441-1453, 2011 | 16 | 2011 |
| The empirical properties of some popular estimators of long memory processes WS Rea, L Oxley, M Reale, J Brown College of Business and Economics, 2008 | 8 | 2008 |
