Results 221 to 230 of about 132,311 (233)

Revisiting the relations between Hurst exponent and fractional differencing parameter for long memory

Physica A: Statistical Mechanics and Its Applications, 2021
Liang Ding, Yirong Huang
exaly  

On Hurst exponent estimation under heavy-tailed distributions

Physica A: Statistical Mechanics and Its Applications, 2010
Józef Barunik, Ladislav Kristoufek
exaly  

TTA, a new approach to estimate Hurst exponent with less estimation error and computational time

Physica A: Statistical Mechanics and Its Applications, 2020
Ali Maleki
exaly  

An investigation on the relationship between the Hurst exponent and the predictability of a rainfall time series

Meteorological Applications, 2019
Saravanan Poomalai
exaly  

Floating small target detection in sea clutter via normalised Hurst exponent

Electronics Letters, 2014
Peng-Lang Shui
exaly  

A new combined approach on Hurst exponent estimate and its applications in realized volatility

Physica A: Statistical Mechanics and Its Applications, 2018
Yirong Huang
exaly  

Hurst exponent analysis of moving metallic surfaces

Physica A: Statistical Mechanics and Its Applications, 2013
Ladário da Silva, J A O Huguenin
exaly  

An entropy-based estimator of the Hurst exponent in fractional Brownian motion

Physica A: Statistical Mechanics and Its Applications, 2022
exaly  

The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient

Physica A: Statistical Mechanics and Its Applications, 2004
Daniel Cajueiro, Benjamin Tabak
exaly  

EEG non-linear feature extraction using correlation dimension and Hurst exponent

Neurological Research, 2011
Weidong Zhou, Qi Yuan, Shujuan Geng
exaly