Serinaldi, Francesco - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 14, pp. 2770-2781
the well-known Hurst parameter (or exponent) H∈[0,1], which can be estimated by a number of methods. Some of these … yield the Hurst parameter but indexes related to H and ranging outside the unit interval. Therefore, the fGn or fBm nature …