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

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Revision as of 22:02, 15 February 2024

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The rescaled variance statistic and the determination of the Hurst exponent
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    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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