"The rescaled variance statistic and the determination of the Hurst exponent."

Daniel Oliveira Cajueiro, Benjamin Miranda Tabak (2005)

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DOI: 10.1016/J.MATCOM.2005.06.005

access: closed

type: Journal Article

metadata version: 2021-01-13

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Daniel Oliveira Cajueiro, Benjamin Miranda Tabak:
The rescaled variance statistic and the determination of the Hurst exponent. Math. Comput. Simul. 70(3): 172-179 (2005)

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