$whittlehurst$: A Python package implementing Whittle's likelihood estimation of the Hurst exponent

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Csanády, Bálint, Nagy, Lóránt, Lukács, András
Format:	Preprint
Published:	2025
Subjects:	Computation Machine Learning 60G22 G.3; G.4
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2506.01985