Estimators for Long-Range Dependence

TAQQU, M. S., TEVEROVSKY, V., & WILLINGER, W. (1995). Estimators for Long-Range Dependence: An Empirical Study. Fractals, 785-798.

Type

Journal article

Intellectual base

Primary research

Year

1995

DOI

10.1142/s0218348x95000692

Link

https://doi.org/10.1142/S0218348X95000692

Cited by

1 citation across 1 artifact.

Domain-specific

• Hurst Exponent
  • Those procedures differ in target, bias, robustness, bandwidth, and trend treatment.

Verification

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Registry ID ref:90e3e99ab64d · see in the full table