Pages that link to "Item:Q2246897"
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The following pages link to A comparison of Hurst exponent estimators in long-range dependent curve time series (Q2246897):
Displaying 10 items.
- Long memory estimation for complex-valued time series (Q149485) (← links)
- Estimation of Hurst exponent revisited (Q1020115) (← links)
- Hurst exponent estimation of self-affine time series using quantile graphs (Q1619018) (← 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)
- Estimation of time-dependent Hurst exponents with variational smoothing and application to forecasting foreign exchange rates (Q2147882) (← links)
- A comparison of maximum likelihood and absolute moments for the estimation of Hurst exponents in a stationary framework (Q2160923) (← links)
- Fast and unbiased estimator of the time-dependent Hurst exponent (Q4565930) (← links)
- Not all long‐memory estimators are born equal: The case of nonstationary functional time series (Q5094301) (← links)
- Sieve bootstrapping the memory parameter in long-range dependent stationary functional time series (Q6065670) (← links)
- Fractionally integrated curve time series with cointegration (Q6635575) (← links)
