The rescaled variance statistic and the determination of the Hurst exponent (Q2575901): Difference between revisions
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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)
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7 December 2005
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Hurst exponent
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Long range dependence
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