Number of the records: 1
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. Roč. 389, č. 18 (2010), s. 3844-3855. ISSN 0378-4371. E-ISSN 1873-2119
Impact factor: 1.521, year: 2010
http://library.utia.cas.cz/separaty/2010/E/barunik-0343525.pdf
http://hdl.handle.net/11104/0185985
Number of the records: 1