Estimation of the Hurst exponent in the mixed traffic models
Author(s) -
Оксана Игоревна Сидорова,
Yury Khokhlov
Publication year - 2019
Publication title -
herald of tver state university series applied mathematics
Language(s) - English
Resource type - Journals
ISSN - 1995-0136
DOI - 10.26456/vtpmk537
Subject(s) - hurst exponent , exponent , statistics , estimation , econometrics , statistical physics , mathematics , economics , physics , philosophy , linguistics , management
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom