Raymond, Gary M.; Bassingthwaighte, James B. - In: Physica A: Statistical Mechanics and its Applications 265 (1999) 1, pp. 85-96
of the grouped means of discrete fractional Gaussian noise series (DfGn). Scaled windowed variance analysis estimates H … scaled windowed variance analysis have small bias and variance in their estimates of the Hurst coefficient. This study … mean of the grouped variance for scaled windowed variance analysis on DfBm are calculated. An improved formulation for …
