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    2010
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    An improved Hurst parameter estimator based on fractional Fourier transform
    13 years 9 months ago
    An improved Hurst parameter estimator based on fractional Fourier transform
    Download  mechatronics.ece.usu.edu
    A fractional Fourier transform (FrFT) based estimation method is introduced in this paper to analyze the long range dependence (LRD) in time series. The degree of LRD can be chara...
    Yangquan Chen, Rongtao Sun, Anhong Zhou
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