Wavelet‐Based Hurst Exponent Estimation
WIREs Computational Statistics, Volume 18, Issue 3, September 2026.The review explores how wavelet‐based methods for estimating the Hurst parameters have developed from their theoretical roots to real‐world applications in fields like biology, engineering, and telecommunications. The review aims to highlight key techniques, compare their strengths and limitations, and point out challenges that still need to be ...
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