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CSDA
2006
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13 years 11 months ago
LASS: a tool for the local analysis of self-similarity
The Hurst parameter H characterizes the degree of long-range dependence (and asymptotic selfsimilarity) in stationary time series. Many methods have been developed for the estimat...
Stilian Stoev, Murad S. Taqqu, Cheolwoo Park, Geor...