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Results tagged with st.statistics
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user 111986
Applied and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments.
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Relationship between the Hurst exponent and the alpha parameter
I have a question about the relationship between the Hurst exponent $H$ and the $\alpha$ parameter in the autocorrelation function when long memory is present. As we know in this case the decay of the …
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