Exploring bitcoin cross-blockchain interoperability: estimation through Hurst exponent [PDF]
Nan Zheng
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Does Crude Oil Market Efficiency Improve After the Lift of the U.S. Export Ban? Evidence From Time-Varying Hurst Exponent [PDF]
Ying-Hui Shao
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Correlations between the Hurst exponent and the maximal Lyapunov exponent for some low-dimensional discrete conservative dynamical systems [PDF]
Mariusz Tarnopolski
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Estimation of the Hurst exponent in the mixed traffic models
Оксана Игоревна Сидорова +1 more
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Optimizing a Bayesian method for estimating the Hurst exponent in behavioral sciences [PDF]
Madhur Mangalam +3 more
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On the Hurst Exponent, Markov Processes, and Fractional Brownian Motion [PDF]
Ginno Millán
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Identifying current and remitted major depressive disorder with the Hurst exponent: a comparative study on two automated anatomical labeling atlases. [PDF]
Jing B +8 more
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Exploring Mean Reversion Dynamics in Financial Markets: Insights from Hurst Exponent Analysis
Shifa Hasan, Renu Ghosh
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Fault Diagnosis of Gearboxes Using Nonlinearity and Determinism by Generalized Hurst Exponents of Shuffle and Surrogate Data [PDF]
Chunhong Dou, Xueye Wei, Jinshan Lin
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