Results 201 to 210 of about 19,552 (217)

The Hurst phenomenon and fractional Gaussian noise made easy

Hydrological Sciences Journal, 2002
Demetris Koutsoyiannis
exaly  

The scientific legacy of Harold Edwin Hurst (1880–1978)

Hydrological Sciences Journal, 2016
Demetris Koutsoyiannis, Yannis Markonis, Alberto Montanari   +2 more
exaly  

The impact of the 2008 and 2010 financial crises on the Hurst exponents of international stock markets: Implications for efficiency and contagion

International Review of Financial Analysis, 2014
Sérgio Lagoa
exaly  

The impact of 2008 financial crisis on the efficiency and contagion of Asian stock markets: A Hurst exponent approach

Finance Research Letters, 2016
Xiaoye Jin
exaly  

Estimation of time-dependent Hurst exponents with variational smoothing and application to forecasting foreign exchange rates

Physica A: Statistical Mechanics and Its Applications, 2017
Matthieu Garcin
exaly  

Spatiotemporal drought variability on the Mongolian Plateau from 1980–2014 based on the SPEI-PM, intensity analysis and Hurst exponent

Science of the Total Environment, 2018
Siqin Tong, Yongfang Wang, Yuhai Bao
exaly  

Harold Edwin Hurst: the Nile and Egypt, past and future

Hydrological Sciences Journal, 2016
Ayman G Awadallah, Khaled H Hamed
exaly  

Hurst based vibro-acoustic feature extraction of bearing using EMD and VMD

Measurement: Journal of the International Measurement Confederation, 2018
Karunesh Kumar Gupta, Kota Solomon Raju
exaly  

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

Applied Energy, 2015
Zhengtang Liang
exaly  

Hurst-Kolmogorov Dynamics and Uncertainty1

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