Results 121 to 130 of about 235,462 (293)
Riemann–Liouville fractional Brownian motion with random Hurst exponent
Chaos: An Interdisciplinary Journal of Nonlinear ScienceWe examine two stochastic processes with random parameters, which in their basic versions (i.e., when the parameters are fixed) are Gaussian and display long-range dependence and anomalous diffusion behavior, characterized by the Hurst exponent. Our motivation comes from biological experiments, which show that the basic models are inadequate for ...
Hubert Woszczek +2 more
openaire +5 more sources
Targeted Surgical Repair of a Symptomatic Hepatic Artery Aneurysm: Case Insights and Outcomes
Case Reports in Surgery, Volume 2026, Issue 1, 2026.Introduction Hepatic artery aneurysms (HAAs) are rare but significant vascular lesions associated with high mortality due to rupture, particularly in symptomatic cases. This report highlights the clinical importance of timely intervention and presents a case of surgical management of a true HAA.
Alessandro Robaldo +6 more
wiley +1 more source
Martingales, the efficient market hypothesis, and spurious stylized facts [PDF]
The condition for stationary increments, not scaling, detemines long time pair autocorrelations. An incorrect assumption of stationary increments generates spurious stylized facts, fat tails and a Hurst exponent Hs=1/2, when the increments are ...
Bassler, Kevin E. +2 more
core +1 more source
Evaluation of genome similarities using a wavelet-domain approach
Revista da Sociedade Brasileira de Medicina TropicalINTRODUCTION: Tuberculosis is listed among the top 10 causes of deaths worldwide. The resistant strains causing this disease have been considered to be responsible for public health emergencies and health security threats.
Leila Maria Ferreira +2 more
doaj +1 more source
Group-wise herding behavior in financial markets: an agent-based modeling approach.
PLoS ONE, 2014 In this paper, we shed light on the dynamic characteristics of rational group behaviors and the relationship between monetary policy and economic units in the financial market by using an agent-based model (ABM), the Hurst exponent, and the Shannon ...
Minsung Kim, Minki Kim
doaj +1 more source
Modeling Predictability of Traffic Counts at Signalised Intersections Using Hurst Exponent. [PDF]
Entropy (Basel), 2021 Chand S.
europepmc +1 more source
EPJ Web of Conferences, 2017 We report results concerning the fractal dimension of a air/fluid interface formed during the capillary rising of a fluid into a dense granular media.
Gontijo Guilherme L. +5 more
doaj +1 more source
Efficiently Implementing the Maximum Likelihood Estimator for Hurst Exponent [PDF]
Mathematical Problems in Engineering, 2014 This paper aims to efficiently implement the maximum likelihood estimator (MLE) for Hurst exponent, a vital parameter embedded in the process of fractional Brownian motion (FBM) or fractional Gaussian noise (FGN), via a combination of the Levinson algorithm and Cholesky decomposition.
openaire +2 more sources
Classical and modified rescaled range analysis: Sampling properties under heavy tails [PDF]
Mostly used estimators of Hurst exponent for detection of long-range dependence are biased by presence of short-range dependence in the underlying time series. We present confidence intervals estimates for rescaled range and modified rescaled range.
Ladislav Kristoufek
core +1 more source
Realization of SOC behavior in a dc glow discharge plasma
, 2006 Experimental observations consistent with Self Organized Criticality (SOC) have been obtained in the electrostatic floating potential fluctuations of a dc glow discharge plasma. Power spectrum exhibits a power law which is compatible with the requirement
A.N. Sekar Iyengar +22 more
core +1 more source