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The rescaled variance statistic and the determination of the Hurst exponent - MaRDI portal

The rescaled variance statistic and the determination of the Hurst exponent (Q2575901)

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The rescaled variance statistic and the determination of the Hurst exponent
scientific article

    Statements

    title
    The rescaled variance statistic and the determination of the Hurst exponent (English)
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    publication date
    7 December 2005
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    zbMATH Keywords
    Hurst exponent
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    Long range dependence
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    Identifiers

    zbMATH DE Number
    2236014
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    OpenAlex ID
    W2005605529
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