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