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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
Subjects:	Methodology Chaotic Dynamics Data Analysis, Statistics and Probability
Online Access:	Acceder al recurso
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