A note on power-law cross-correlated processes (Q2122871)
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scientific article; zbMATH DE number 7504838
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| default for all languages | No label defined |
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| English | A note on power-law cross-correlated processes |
scientific article; zbMATH DE number 7504838 |
Statements
A note on power-law cross-correlated processes (English)
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7 April 2022
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bivariate Hurst exponent
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power-law cross-correlated processes
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co-affine increments
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0.7855379581451416
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0.7749428153038025
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0.7708327174186707
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0.7525998950004578
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