| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10482176 | Physica A: Statistical Mechanics and its Applications | 2012 | 13 Pages |
Abstract
⺠The existing literature may only tell us one side of a true story. ⺠R/S does tend to overestimate only when the Hurst exponent is small; but it is still a reliable tool. ⺠V/S does not guarantee a better estimation under all circumstances than (Modified) R/S does.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Ling-Yun He, Wen-Bin Qian,