Estimating the Hurst effect and its application in monitoring clinical trials
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- Dejian Lai & Barry Davis & Robert Hardy, 2000. "Fractional Brownian motion and clinical trials," Journal of Applied Statistics, Taylor & Francis Journals, vol. 27(1), pages 103-108.
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- Lai, Dejian & Danca, Marius-F., 2008. "Fractal and statistical analysis on digits of irrational numbers," Chaos, Solitons & Fractals, Elsevier, vol. 36(2), pages 246-252.
- Hartmann, András & Mukli, Péter & Nagy, Zoltán & Kocsis, László & Hermán, Péter & Eke, András, 2013. "Real-time fractal signal processing in the time domain," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(1), pages 89-102.
- Mielniczuk, J. & Wojdyllo, P., 2007. "Estimation of Hurst exponent revisited," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4510-4525, May.
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