Pages that link to "Item:Q1020115"

The following pages link to Estimation of Hurst exponent revisited (Q1020115):

Displaying 42 items.

• Long memory estimation for complex-valued time series (Q149485) (← links)
• A wavelet lifting approach to long-memory estimation (Q149502) (← links)
• Group sequential tests under fractional Brownian motion in monitoring clinical trials (Q257555) (← links)
• Sample size determination for group sequential test under fractional Brownian motion (Q358885) (← links)
• A study of wavelet analysis and data extraction from second-order self-similar time series (Q460127) (← 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)
• Parameter estimation for fractional Ornstein-Uhlenbeck processes at discrete observation (Q646181) (← links)
• Fractal analyses for `short' time series: A re-assessment of classical methods (Q867994) (← links)
• The effect of round-off error on long memory processes (Q905390) (← links)
• Fractal time series -- A tutorial review (Q966330) (← links)
• Application of resampling and linear spline methods to spectral and dispersional analyses of long-memory processes (Q1020087) (← links)
• Estimation of the fractionally differencing parameter with the R/S method (Q1350272) (← links)
• Can the bivariate Hurst exponent be higher than an average of the separate Hurst exponents? (Q1618468) (← 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)
• The valuation of equity warrants under the fractional Vasicek process of the short-term interest rate (Q1782521) (← links)
• Multifractal analysis of hydrologic data using wavelet methods and fluctuation analysis (Q1784865) (← links)
• On wavelet analysis of the \(n\)th order fractional Brownian motion (Q1934279) (← links)
• Statistical analysis of DWT coefficients of fGn processes using ARFIMA(p,d,q) models (Q2140429) (← links)
• Generalized Cauchy model of sea level fluctuations with long-range dependence (Q2147756) (← 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)
• Power-law cross-correlations estimation under heavy tails (Q2200269) (← links)
• Statistical test for fractional Brownian motion based on detrending moving average algorithm (Q2201337) (← links)
• Fractional Brownian motion: difference iterative forecasting models (Q2213636) (← links)
• A comparison of Hurst exponent estimators in long-range dependent curve time series (Q2246897) (← links)
• Simultaneous estimation of the parameters of the Hurst-Kolmogorov stochastic process (Q2324339) (← links)
• Accurate modeling of VoIP traffic QoS parameters in current and future networks with multifractal and Markov models (Q2450534) (← links)
• The rescaled variance statistic and the determination of the Hurst exponent (Q2575901) (← links)
• HURST EXPONENTS IN FUTURES EXCHANGE MARKETS (Q3427085) (← links)
• (Q3643285) (← links)
• Fast and unbiased estimator of the time-dependent Hurst exponent (Q4565930) (← links)
• Comments on "PCA Based Hurst Exponent Estimator for fBm Signals Under Disturbances (Q4570481) (← links)
• Estimation of the Hurst parameter in the simultaneous presence of jumps and noise (Q4580032) (← links)
• Not all long‐memory estimators are born equal: The case of nonstationary functional time series (Q5094301) (← links)
• A note on the continuity in the hurst index of the solution of rough differential equations driven by a fractional brownian motion (Q5155321) (← links)
• HURST EXPONENTS AND DELAMPERTIZED FRACTIONAL BROWNIAN MOTIONS (Q5234012) (← links)
• Optimizing a basket against the efficient market hypothesis (Q5746739) (← links)
• Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient (Q5937005) (← links)
• Long-range dependence and heavy tail characteristics for remaining useful life prediction in rolling bearing degradation (Q6135638) (← links)
• Fractional Brownian motion with random Hurst exponent: accelerating diffusion and persistence transitions (Q6569969) (← links)