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A comparison of maximum likelihood and absolute moments for the estimation of Hurst exponents in a stationary framework.

Matthieu Garcin
Published in: Commun. Nonlinear Sci. Numer. Simul. (2022)
Keyphrases
  • maximum likelihood
  • parameter estimation
  • main contribution
  • non stationary
  • information retrieval
  • estimation algorithm
  • data sets
  • social networks
  • multi agent
  • lightweight
  • theoretical framework
  • closed form