Evaluating scaled windowed variance methods for estimating the Hurst coefficient of time series
- 1 July 1997
- journal article
- Published by Elsevier in Physica A: Statistical Mechanics and its Applications
- Vol. 241 (3-4) , 606-626
- https://doi.org/10.1016/s0378-4371(97)00252-5
Abstract
No abstract availableKeywords
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