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Mathimatics-Numerical algorithms
Algorithm
Title:
On-Hurst-exponent-estimation-under-heavy-tailed.z
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Category:
Algorithm
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[PDF]
File Size:
887kb
Update:
2012-11-26
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Uploaded by:
vagator85
Description:
sampling properties of Hurst exponent methods of estimation change with the presence of heavy tails
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On Hurst exponent estimation under heavy-tailed-Barunik!!!.pdf
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