Cajueiro, Daniel O.; Tabak, Benjamin M. - In: Mathematics and Computers in Simulation (MATCOM) 70 (2005) 3, pp. 172-179
A major issue in statistical physics literature is the study of the long range dependence phenomenon usually presented in natural, social and financial processes. In particular, a big part of this literature relies on the determination of a parameter known as the Hurst exponent. Although many...