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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
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maximum likelihood
parameter estimation
main contribution
non stationary
information retrieval
estimation algorithm
data sets
social networks
multi agent
lightweight
theoretical framework
closed form