Digital Signal Processing · 2014 · 27 citations · 14 references
ComputingMeteorologyPhysicsStatisticsStochastic ProcessesTime Series AnalysisComputational Time Series AnalysisFinancial Time Series AnalysisTime Series AnalyticsTime Series EconometricsTime Series ForecastingTrend AnalysisFractal AnalysisHurst Exponent Estimation
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ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY
Murad S. Taqqu, Vadim Teverovsky, Walter Willinger · Fractals · 1995 · 1.2K citations