An accurate algorithm to calculate the Hurst exponent of...

Physics Letters A 2014 / 06 Vol. 378; Iss. 32-33

An accurate algorithm to calculate the Hurst exponent of self-similar processes

Fernández-Martínez, M., Sánchez-Granero, M.A., Trinidad Segovia, J.E., Román-Sánchez, I.M.
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Volume:
378
Language:
english
Journal:
Physics Letters A
DOI:
10.1016/j.physleta.2014.06.018
Date:
June, 2014
File:
PDF, 464 KB
english, 2014
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