The rescaled variance statistic and the determination of the Hurst exponent (Q2575901): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claims |
||
| Property / author | |||
| Property / author: Daniel O. Cajueiro / rank | |||
| Property / author | |||
| Property / author: Benjamin Miranda Tabak / rank | |||
Revision as of 21:02, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The rescaled variance statistic and the determination of the Hurst exponent |
scientific article |
Statements
The rescaled variance statistic and the determination of the Hurst exponent (English)
0 references
7 December 2005
0 references
Hurst exponent
0 references
Long range dependence
0 references
