The rescaled variance statistic and the determination of the Hurst exponent

DOI10.1016/j.matcom.2005.06.005zbMath1077.82013MaRDI QIDQ2575901

Daniel O. Cajueiro, Benjamin Miranda Tabak

Publication date: 7 December 2005

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://repositorio.ucb.br:9443/jspui/handle/123456789/7551

zbMATH Keywords

Hurst exponent; Long range dependence

Mathematics Subject Classification ID

82C03: Foundations of time-dependent statistical mechanics

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