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On Hurst exponent estimation under heavy-tailed distributions
- 1.BARUNÍK, Jozef, KRIŠTOUFEK, Ladislav. On Hurst exponent estimation under heavy-tailed distributions. Physica. A : Statistical Mechanics and its Applications. 2010, 389(18), 3844-3855. ISSN 0378-4371. E-ISSN 1873-2119. Available: doi: 10.1016/j.physa.2010.05.025.
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