Results 141 to 150 of about 132,311 (233)

On Hurst exponent estimation under heavy-tailed distributions

In this paper, we show how the sampling properties of the Hurst exponent methods of estimation change with the presence of heavy tails. We run extensive Monte Carlo simulations to find out how rescaled range analysis (R/S), multifractal detrended ...
Jozef Barunik, Ladislav Kristoufek
core  

Homer Theo Hurst

, 2019
Portrait, head and shoulders. Hurst wearing early flying outfit. Caption: Hurst, H.T. 30 Dec. 43 12C. On verso: H. T. Hurst. Ensign Homer Theo Hurst. Norfolk, Ark.Homer Theo Hurst enlisted in the U.S.

core   +1 more source

A Brainnetome Atlas Based Mild Cognitive Impairment Identification Using Hurst Exponent. [PDF]

Front Aging Neurosci, 2018
Long Z, Jing B, Guo R, Li B, Cui F, Wang T, Chen H.   +6 more
europepmc   +1 more source

Hurst Exponent Analysis of Resting-State fMRI Signal Complexity across the Adult Lifespan. [PDF]

Front Neurosci, 2018
Dong J, Jing B, Ma X, Liu H, Mo X, Li H.
europepmc   +1 more source

Predicting Algorithm of Thermostable Proteins Based on Choquet Integral with Respect to L-measure and Hurst Exponent

, 2010
[[abstract]]Establishing a good algorithm for predicting temperature of thermostable proteins is an important issue. In this study, a novel thermostable proteins prediction method using Hurst exponent and Choquet integral regression model based on L ...
Liu Yi Cheng
core  

Determining rock damage strength with acoustic emission monitoring technique in terms of hurst exponent. [PDF]

Sci Rep
Jiang T, Liu S, Yang Z, Xu R.
europepmc   +1 more source

The Development of Neural Inhibition across Species: Insights from the Hurst Exponent. [PDF]

J Neurosci
Nishio M, Ellwood-Lowe ME, Woodburn M, McDermott CL, Park AT, Tooley UA, Boroshok AL, Grandjean J, Mackey AP.   +8 more
europepmc   +1 more source

Estimation of the Hurst Exponent for the Daily Sunspot Number

This paper deals with the estimation of the Hurst exponent of the International relative sunspot number data. We focus on three data sets of the yearly, monthly and daily sunspot numbers, and individually we consider the estimation of the Hurst exponent ...
Tanaka, Minoru
core  

Increased regional Hurst exponent reflects response inhibition related neural complexity alterations in pediatric bipolar disorder patients during an emotional Go-Nogo task. [PDF]

Cereb Cortex
Guo YB, Jiao Q, Zhang XT, Xiao Q, Wu Z, Cao WF, Cui D, Yu GH, Dou RH, Su LY, Lu GM.   +10 more
europepmc   +1 more source

An Experiment on the Hurst Exponent based on FARIMA [PDF]

Proceedings of the 2017 5th International Conference on Machinery, Materials and Computing Technology (ICMMCT 2017), 2017
Chen Liu, Ting Zhao, Jie Xue, Ni Li, Pu Chen   +4 more
openaire   +1 more source