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most citedSpatial-Spectral Joint Detection for Wideband Spectrum Sensing in Cognitive Radio Networks

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math.ST2007

Estimating the Fractal Dimension of the S&P 500 Index using Wavelet Analysis

Erhan Bayraktar, H. Vincent Poor, Ronnie Sircar

S&P 500 index data sampled at one-minute intervals over the course of 11.5 years (January 1989- May 2000) is analyzed, and in particular the Hurst parameter over segments of statio…