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Recent advances on the semi-parametric estimation of the long-range dependence coefficient - MaRDI portal

Recent advances on the semi-parametric estimation of the long-range dependence coefficient (Q4226115)

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scientific article; zbMATH DE number 1243162
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Recent advances on the semi-parametric estimation of the long-range dependence coefficient
scientific article; zbMATH DE number 1243162

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    Recent advances on the semi-parametric estimation of the long-range dependence coefficient (English)
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    27 January 1999
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    Hurst exponent
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    time domain
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    long-range dependence
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    frequency domain
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