Results 81 to 88 of about 1,060 (88)

Analysis of multi-scale chaotic characteristics of wind power based on Hilbert–Huang transform and Hurst analysis

Applied Energy, 2015
Zhengtang Liang
exaly  

Climate change, the Hurst phenomenon, and hydrological statistics

Hydrological Sciences Journal, 2003
Demetris Koutsoyiannis
exaly  

Climatic Variability Over Time Scales Spanning Nine Orders of Magnitude: Connecting Milankovitch Cycles with Hurst–Kolmogorov Dynamics

Surveys in Geophysics, 2012
Yannis Markonis, Demetris Koutsoyiannis
exaly  

Time-varying Hurst exponent for US stock markets

Physica A: Statistical Mechanics and Its Applications, 2008
Jose Alvarez-Ramirez, Guillermo Fernandez-Anaya   +1 more
exaly  

Dynamical generalized Hurst exponent as a tool to monitor unstable periods in financial time series

Physica A: Statistical Mechanics and Its Applications, 2012
Tomaso Aste
exaly  

Climacogram versus autocovariance and power spectrum in stochastic modelling for Markovian and Hurst–Kolmogorov processes

Stochastic Environmental Research and Risk Assessment, 2015
Demetris Koutsoyiannis
exaly  

Hurst-Kolmogorov Dynamics and Uncertainty1

Journal of the American Water Resources Association, 2011
Demetris Koutsoyiannis
exaly  

Some comments on Hurst exponent and the long memory processes on capital markets

Physica A: Statistical Mechanics and Its Applications, 2008
exaly