Fernández-Martínez, M.; Sánchez-Granero, M.A.; … - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 21, pp. 5330-5345
Geometric method-based procedures, which will be called GM algorithms herein, were introduced in [M.A. Sánchez Granero, J.E. Trinidad Segovia, J. García Pérez, Some comments on Hurst exponent and the long memory processes on capital markets, Phys. A 387 (2008) 5543-5551], to efficiently...