The rescaled variance statistic and the determination of the Hurst exponent (Q2575901)
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scientific article; zbMATH DE number 2236014
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| English | The rescaled variance statistic and the determination of the Hurst exponent |
scientific article; zbMATH DE number 2236014 |
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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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0.8216549754142761
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0.7977097034454346
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0.7928606271743774
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0.7777131199836731
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