The Effect of the Underlying Distribution in Hurst Exponent...

PLoS ONE 2015 / 5 Vol. 10; Iss. 5

The Effect of the Underlying Distribution in Hurst Exponent Estimation

Sánchez, Miguel Ángel, Trinidad, Juan E., García, José, Fernández, Manuel, Zhou, Wei-Xing
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Volume:
10
Language:
english
Journal:
PLOS ONE
DOI:
10.1371/journal.pone.0127824
Date:
May, 2015
File:
PDF, 779 KB
english, 2015
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