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Description

Wavelet Lifting Estimators of the Hurst Exponent for Regularly and Irregularly Sampled Time Series.

Implementations of Hurst exponent estimators based on the relationship between wavelet lifting scales and wavelet energy of Knight et al (2017) <doi:10.1007/s11222-016-9698-2>.
Metadata

Version

1.0-9

License

Unknown

Platforms (75)

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