Pages that link to "Item:Q2575901"
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The following pages link to The rescaled variance statistic and the determination of the Hurst exponent (Q2575901):
Displaying 12 items.
- The Hurst phenomenon and the rescaled range statistic (Q335652) (← links)
- An accurate algorithm to calculate the Hurst exponent of self-similar processes (Q489372) (← links)
- The asymptotic behavior of the R/S statistic for fractional Brownian motion (Q618011) (← links)
- Fractal time series -- A tutorial review (Q966330) (← links)
- Estimation of Hurst exponent revisited (Q1020115) (← 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)
- Revisiting the relations between Hurst exponent and fractional differencing parameter for long memory (Q2068436) (← links)
- Testing for long-range dependence in world stock markets (Q2425502) (← links)
- Time-varying long-range dependence in US interest rates (Q2468080) (← links)
- Hurst exponent analysis of financial time series (Q4543296) (← links)
- Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient (Q5937005) (← links)
- Fractional Brownian motion with random Hurst exponent: accelerating diffusion and persistence transitions (Q6569969) (← links)