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Dynamical generalized Hurst exponent as a tool to monitor unstable periods in financial time series
Physica A: Statistical Mechanics and Its Applications, 2012Tomaso Aste
exaly
EEG non-linear feature extraction using correlation dimension and Hurst exponent
Neurological Research, 2011exaly
Hurst Exponent and its Applications in Time-series Analysis
Recent Patents on Computer Science, 2012openaire +2 more sources
Hurst Exponent for Weak Self-Similar Processes
Manuel Fernandez-Martinez +1 moreopenaire +1 more source

