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Tests for Hurst effect |
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| Authors: | DAVIES, R. B. HARTE, D. S. |
| Affiliation: | Applied Mathematics Division, D.S.I.R. Wellington, New Zealand Biometrics Section, Ministry of Agriculture and Fisheries Wellington, New Zealand |
| Abstract: | |
| Keywords: | Autoregressive process Beta-optimal test Fractional Gaussian noise Hydrological series Locally optimal test Long-term dependence Rescaled range Self-similar process Simulation |
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