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tancredi
01-20-2008, 05:25 PM
Hi everyone!
Does anybody know whether the sample variance of correlated data is biased or not?

Data I'm studying are positive and strongly positive correlated (Hurst exponent about 0.7). In each (sub)sample there are n=100 data. In the denominator of the formula of the variance n is already replaced by (n-1).

Thank you