The rescaled variance statistic and the determination of the Hurst exponent (Q2575901): Difference between revisions

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-Daniel O. Cajueiro
@@ Property / author: Daniel O. Cajueiro / rank @@
-Normal rank
@@ Property / author @@
-Benjamin Miranda Tabak
@@ Property / author: Benjamin Miranda Tabak / rank @@
-Normal rank
@@ Property / author @@
+Daniel O. Cajueiro
@@ Property / author: Daniel O. Cajueiro / rank @@
+Normal rank
@@ Property / author @@
+Benjamin Miranda Tabak
@@ Property / author: Benjamin Miranda Tabak / rank @@
+Normal rank
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+W2005605529
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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