Before revision: We introduce two new estimators of the bivariate Hurst exponent in the power-law cross-correlations setting -- the cross-periodogram and  X-Whittle estimators  .
After revision: We introduce two new estimators of the bivariate Hurst exponent in the power-law cross-correlations setting -- the cross-periodogram and X-Whittle estimators -- as generalizations of their univariate counterparts .