- 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?