Can the bivariate Hurst exponent be higher than an average of the separate Hurst exponents?

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Publication:1618468

DOI10.1016/j.physa.2015.02.086zbMath1400.60048arXiv1501.02947OpenAlexW2058312009MaRDI QIDQ1618468

Ladislav Kristoufek

Publication date: 13 November 2018

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1501.02947




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