Title of article :
Estimation of Hurst exponent revisited
Author/Authors :
J. Mielniczuk، نويسنده , , P. Wojdy??o، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Pages :
16
From page :
4510
To page :
4525
Keywords :
Detrended fluctuation analysis (DFA) estimator , Hurst exponent , Rescaled adjusted range statistic (R/S) , Wavelet estimator , Scaling property , long-range dependence
Journal title :
Computational Statistics and Data Analysis
Serial Year :
2007
Journal title :
Computational Statistics and Data Analysis
Record number :
145393
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=145393
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