Estimation of Hurst exponents in a stationary framework

Estimation d'exposants de Hurst dans un cadre stationnaire

Matthieu Garcin ()
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Matthieu Garcin: DVRC - De Vinci Research Center - DVHE - De Vinci Higher Education

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Date: 2019-06-03
New Economics Papers: this item is included in nep-ecm
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Published in JdS 2019, Jun 2019, Nancy, France

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