Computation of Time Series Scaling Exponent for Electricity Prices Forecasting. - Ekaterina Popovska; Mitko Gospodinov (CompSysTech, 2019)

Comparative Analysis of Statistical Methods for Estimating Hurst Exponent. - Mitko Gospodinov; Evgeniya Gospodinova; Ekaterina Popovska (CompSysTech, 2020)