Geometric method-based procedures, which will be called GM algorithms herein, were introduced in [M.A. Sánchez Granero … algorithms, especially with short length time series. The authors checked that GM algorithms are good when working with …-affine increments was provided. In particular, they proved theoretically that GM algorithms are also valid to explore long-memory in …

Geometric method-based procedures, which we will call GM algorithms hereafter, were introduced in M.A. Sánchez …, Phys. A 387 (2008) 5543–5551, to calculate the Hurst exponent of a time series. The authors proved that GM algorithms …