On the relationship between the Hurst exponent, the ratio of the mean square successive difference to the variance, and the number of turning points (Q1619832)
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English | On the relationship between the Hurst exponent, the ratio of the mean square successive difference to the variance, and the number of turning points |
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On the relationship between the Hurst exponent, the ratio of the mean square successive difference to the variance, and the number of turning points (English)
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13 November 2018
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time series
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Hurst exponent
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abbe value
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turning points
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