Evaluating scaled windowed variance methods for estimating the Hurst coefficient of time series
Year of publication: |
1997
|
---|---|
Authors: | Cannon, Michael J. ; Percival, Donald B. ; Caccia, David C. ; Raymond, Gary M. ; Bassingthwaighte, James B. |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 241.1997, 3, p. 606-626
|
Publisher: |
Elsevier |
Subject: | Fractals | Fractional Gaussian noise | Fractional Brownian motion | Autocorrelation | Covariance | Long memory processes | Dispersional analysis |
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