Pairwise Distance-Diffusion Analysis (PDDA): A Geometric Framework for Estimating Hurst Exponents in Multivariate Long-Memory Processes

Fuente: arXiv
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Bibliographic Details
Main Authors: Soriano, Diogo C., Vanheusden, Frederique, Nasuto, Slawomir J.
Format: Preprint
Published: 2026
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