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A blind method for the estimation of the Hurst exponent in time series: theory and application

Federico Esposti1, Manuela Ferrario, Maria Gabriella Signorini

  • 1Dipartimento di Bioingegneria, Politecnico di Milano, p.zza Leonardo da Vinci, 20133 Milano, Italy. federico.esposti@polimi.it

Chaos (Woodbury, N.Y.)
|December 3, 2008
PubMed

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