Pages that link to "Item:Q2068436"
From MaRDI portal
The following pages link to Revisiting the relations between Hurst exponent and fractional differencing parameter for long memory (Q2068436):
Displaying 5 items.
- Long memory and multifractality: a joint test (Q1619397) (← links)
- On the relationship between the Hurst exponent, the ratio of the mean square successive difference to the variance, and the number of turning points (Q1619832) (← links)
- An entropy-based estimator of the Hurst exponent in fractional Brownian motion (Q2669321) (← links)
- Testing Fractional Order of Long Memory Processes: A Monte Carlo Study (Q3577205) (← links)
- Fractional control performance assessment of the nonlinear mechanical systems (Q6610944) (← links)