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Pairwise Distance-Diffusion Analysis (PDDA): A Geometric Framework for Estimating Hurst Exponents in Multivariate Long-Memory Processes

Soriano, Diogo C. et al.
arXiv (All) · Papers · License: Open Access
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chaotic-dynamicsdata-analysismethodologystatistics-and-probability
methodology, chaotic dynamics, data analysis, statistics and probability
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