Use and misuse of some Hurst parameter estimators applied to stationary and non-stationary financial time series

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Pricing Currency Option in a Mixed Fractional Brownian Motion with Jumps Environment (2014, background): “Moreover, some empirical studies have proved that this hypothesis is useful and applicable; see [46–51].”
Complexity–entropy analysis of daily stream flow time series in the continental United States (2014, methodology): “Following Serinaldi (2010), the Hurst parameter H was computed through three different methods based on different rationales to check the reliability of the estimates.”
Some stylized facts of the Bitcoin market (2017, methodology): “Serinaldi [50] makes a critical review on the different estimation methods of the Hurst exponent, concluding that an inappropriate application of the estimation method could lead to incorrect conclusions about the persistence or anti-persistence of financial series.”
The importance of prewhitening in change point analysis under persistence (2016, unknown): “uk Serinaldi F, Kilsby CG. (2015)”
The inefficiency of Bitcoin revisited: a dynamic approach (2017, methodology): “For a survey on the different methods for estimating long range dependences see Taqqu et al. (1995), Montanari et al. (1999) and Serinaldi (2010).”