Hurst exponent estimation from short time series

Martin Dlask, Jaromir Kukal. Hurst exponent estimation from short time series. Signal, Image and Video Processing, 13(2):263-269, 2019. [doi]

@article{DlaskK19,
  title = {Hurst exponent estimation from short time series},
  author = {Martin Dlask and Jaromir Kukal},
  year = {2019},
  doi = {10.1007/s11760-018-1353-2},
  url = {https://doi.org/10.1007/s11760-018-1353-2},
  researchr = {https://researchr.org/publication/DlaskK19},
  cites = {0},
  citedby = {0},
  journal = {Signal, Image and Video Processing},
  volume = {13},
  number = {2},
  pages = {263-269},
}