What happen if H>1 ?

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Horacio Castellini

Posted: Wed Jul 19, 2006 1:59 pm

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Hello all.
What happen if H>1 (Hurst's coeff.) in a stocastic process? The
correlation isn't c(\tau)=c*\tau^(-\gamma). In this case as it is the form
of the correlation function?

Thanks Horacio.

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