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smicha's BibTeX entry:  

Application of resampling and linear spline methods to spectral and dispersional analyses of long-memory processes

Computational Statistics \& Data Analysis, 51(9): 4308--4323, 2007.
Authors: Claude Mant{\'e}
URL: http://www.sciencedirect.com/science/article/B6V8V-4K7FFK5-1/1/0ac6d3146e14fd02e70365d37d2d0166
Tags: Hurst exponent
| URL | BibTeX  
@article{Mant�2007b,
title = {Application of resampling and linear spline methods to spectral and dispersional analyses of long-memory processes},
author = {Claude Mant{\'e}},
day = {15},
journal = {Computational Statistics \& Data Analysis},
month = {May},
number = {9},
pages = {4308--4323},
url = {http://www.sciencedirect.com/science/article/B6V8V-4K7FFK5-1/1/0ac6d3146e14fd02e70365d37d2d0166},
volume = {51},
year = {2007},
keywords = {Hurst exponent }
}