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"A fast estimation algorithm on the Hurst parameter of discrete-time ..."

Yen-Ching Chang, Shyang Chang (2002)

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DOI: 10.1109/78.984735

access: closed

type: Journal Article

metadata version: 2020-03-10

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Yen-Ching Chang, Shyang Chang:
A fast estimation algorithm on the Hurst parameter of discrete-time fractional Brownian motion. IEEE Trans. Signal Process. 50(3): 554-559 (2002)

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