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0436818 - ÚTIA 2015 RIV US eng J - Journal Article
Krištoufek, Ladislav
Spectrum-based estimators of the bivariate Hurst exponent.
Physical Review E. Roč. 90, č. 6 (2014), art. 062802. ISSN 1539-3755
R&D Projects: GA ČR(CZ) GP14-11402P
Institutional support: RVO:67985556
Keywords : bivariate Hurst exponent * power-law cross-correlations * estimation
Subject RIV: AH - Economics
Impact factor: 2.288, year: 2014
http://library.utia.cas.cz/separaty/2014/E/kristoufek-0436818.pdf
Permanent Link: http://hdl.handle.net/11104/0241889