On Hurst exponent estimation under heavy-tailed distributions

Title
On Hurst exponent estimation under heavy-tailed distributions
Authors
Keywords
-
Journal
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
Volume 389, Issue 18, Pages 3844-3855
Publisher
Elsevier BV
Online
2010-06-05
DOI
10.1016/j.physa.2010.05.025

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