Estimating the Hurst effect and its application in monitoring clinical trials

Dejian Lai. Estimating the Hurst effect and its application in monitoring clinical trials. Computational Statistics & Data Analysis, 45(3):549-562, 2004. [doi]

@article{Lai04,
  title = {Estimating the Hurst effect and its application in monitoring clinical trials},
  author = {Dejian Lai},
  year = {2004},
  doi = {10.1016/S0167-9473(03)00085-9},
  url = {http://dx.doi.org/10.1016/S0167-9473(03)00085-9},
  researchr = {https://researchr.org/publication/Lai04},
  cites = {0},
  citedby = {0},
  journal = {Computational Statistics & Data Analysis},
  volume = {45},
  number = {3},
  pages = {549-562},
}