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"Estimating the Hurst index of a self-similar process via the crossing tree."

Owen Dafydd Jones, Yuan Shen (2004)

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DOI: 10.1109/LSP.2004.824031

access: closed

type: Journal Article

metadata version: 2020-03-19

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Owen Dafydd Jones, Yuan Shen:
Estimating the Hurst index of a self-similar process via the crossing tree. IEEE Signal Process. Lett. 11(4): 416-419 (2004)

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