Improved finite-sample Hurst exponent estimates using rescaled range analysis
Author:
Affiliation:
1. Civil and Architectural Engineering Department, College of Engineering; Sultan Qaboos University; Al-Khoudh Oman
Publisher
American Geophysical Union (AGU)
Subject
Water Science and Technology
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1029/2006WR005111/fullpdf
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4. Analyzing exact fractal time series: Evaluating dispersional analysis and rescaled range methods;Caccia;Physica A,1997
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