Performance of a high-dimensional R/S method for Hurst exponent estimation
Year of publication: |
2008
|
---|---|
Authors: | Alvarez-Ramirez, Jose ; Echeverria, Juan C. ; Rodriguez, Eduardo |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 387.2008, 26, p. 6452-6462
|
Publisher: |
Elsevier |
Subject: | Random systems | R/S analysis | Images | Hurst exponent |
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