MathGroup Archive 1997

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Hurst Exponent

  • To: mathgroup at smc.vnet.net
  • Subject: [mg6858] Hurst Exponent
  • From: "Seth J. Chandler" <SChandler at uh.edu>
  • Date: Thu, 24 Apr 1997 02:44:36 -0400 (EDT)
  • Organization: University of Houston
  • Sender: owner-wri-mathgroup at wolfram.com

Has anyone developed a good package for computing the Hurst exponent of
a time series?


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