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The use of the Hurst method for rapidity correlation analysis
16
Citations
1
References
1997
Year
EngineeringData ScienceFinancial Time Series AnalysisProcess MonitoringMultiple ProcessesStatistical InferenceRapidity Correlation AnalysisTimefrequency AnalysisStatisticsHurst MethodProcess Measurement
It is proposed to use the Hurst method for a rapidity correlation analysis in multiple processes. For simulated processes, it is shown that by this method, one may find the `length' and `power' of correlations.
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