Unbiased Finite-Sample Hurst Exponent Estimates Using Rescaled Range Analysis | Khaled H. Hamed

Unbiased Finite-Sample Hurst Exponent Estimates Using Rescaled Range Analysis

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Citation:: Hamed, K. H., "Unbiased Finite-Sample Hurst Exponent Estimates Using Rescaled Range Analysis", Hydrology and Hydraulics, Colorado, Water Resources Publications LLC, 2008.