The rescaled variance statistic and the determination of the Hurst exponent (Q2575901)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The rescaled variance statistic and the determination of the Hurst exponent |
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
