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"An Efficient Variance Estimator for the Hurst Exponent of Discrete-Time ..."

Yen-Ching Chang et al. (2012)

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DOI: 10.1587/TRANSFUN.E95.A.1506

access: closed

type: Journal Article

metadata version: 2020-04-11

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  - journals/ieicet/ChangCLC12
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  persistent URL:
  - https://dblp.org/rec/journals/ieicet/ChangCLC12
Yen-Ching Chang, Liang-Hwa Chen, Li-Chun Lai, Chun-Ming Chang:
An Efficient Variance Estimator for the Hurst Exponent of Discrete-Time Fractional Gaussian Noise. IEICE Trans. Fundam. Electron. Commun. Comput. Sci. 95-A(9): 1506-1511 (2012)

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