Pages that link to "Item:Q1611161"
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The following pages link to Estimating long-range dependence: Finite sample properties and confidence intervals (Q1611161):
Displaying 31 items.
- An accurate algorithm to calculate the Hurst exponent of self-similar processes (Q489372) (← links)
- On fractal nature of groundwater level fluctuations due to rainfall process (Q508897) (← links)
- Short-term load forecasting method based on fuzzy time series, seasonality and long memory process (Q518618) (← links)
- Testing for long-range dependence in the Brazilian term structure of interest rates (Q601336) (← links)
- Long-range dependence in the volatility of returns in Uruguayan sovereign debt indices (Q828017) (← links)
- Multi-scale correlations in different futures markets (Q978788) (← links)
- Estimation of Hurst exponent revisited (Q1020115) (← links)
- Possible origin of the non-linear long-term autocorrelations within the Gaussian regime (Q1412905) (← links)
- An integrate-and-fire model to generate spike trains with long-range dependence (Q1628248) (← links)
- Proactive hedging European call option pricing with linear position strategy (Q1727009) (← links)
- Two-dimensional matrix algorithm using detrended fluctuation analysis to distinguish Burkitt and diffuse large B-cell lymphoma (Q1929639) (← links)
- Extending the Fama and French model with a long term memory factor (Q2030695) (← links)
- A theoretical framework for the TTA algorithm (Q2078703) (← links)
- Parameter-free quantification of stochastic and chaotic signals (Q2120368) (← links)
- COVID-19 and credit risk: a long memory perspective (Q2138614) (← links)
- Statistical analysis of DWT coefficients of fGn processes using ARFIMA(p,d,q) models (Q2140429) (← links)
- Estimation of time-dependent Hurst exponents with variational smoothing and application to forecasting foreign exchange rates (Q2147882) (← links)
- Statistical analysis of geopotential height (GH) timeseries based on Tsallis non-extensive statistical mechanics (Q2148206) (← links)
- Tsallis non-extensive statistics and multifractal analysis of the dynamics of a fully-depleted MOSFET nano-device (Q2163097) (← links)
- Fractal-based analysis of sign language (Q2204482) (← links)
- Did long-memory of liquidity signal the European sovereign debt crisis? (Q2288945) (← links)
- Exploring the financial risk of a temperature index: a fractional integrated approach (Q2288969) (← links)
- Simultaneous estimation of the parameters of the Hurst-Kolmogorov stochastic process (Q2324339) (← links)
- Detecting correlation between server resources for system management (Q2637651) (← links)
- Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data (Q2700531) (← links)
- Multifractal cross-correlation analysis based on statistical moments (Q2836507) (← links)
- Multi-scaling in finance (Q3439863) (← links)
- (Q4247104) (← links)
- TESTING FOR EFFECTS OF CROSS-CORRELATIONS ON JOINT MULTIFRACTALITY (Q5025319) (← links)
- Long memory and data frequency in financial markets (Q5107421) (← links)
- Testing power-law cross-correlations: rescaled covariance test (Q6135157) (← links)
