MathGroup Archive 2004

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Hurst exponent (R/S)

  • To: mathgroup at
  • Subject: [mg48617] Hurst exponent (R/S)
  • From: "RAFAL" <rak at>
  • Date: Tue, 8 Jun 2004 00:48:07 -0400 (EDT)
  • Sender: owner-wri-mathgroup at


Has anyone developed a good package for computing the Hurst exponent 
(R/S analyse) of a time series?



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