Carbone, A.; Castelli, G.; Stanley, H.E. - In: Physica A: Statistical Mechanics and its Applications 344 (2004) 1, pp. 267-271
We calculate the Hurst exponent H(t) of several time series by dynamical implementation of a recently proposed scaling technique: the detrending moving average (DMA). In order to assess the accuracy of the technique, we calculate the exponent H(t) for artificial series, simulating monofractal...
