Pages that link to "Item:Q4565930"
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The following pages link to Fast and unbiased estimator of the time-dependent Hurst exponent (Q4565930):
Displaying 12 items.
- An accurate algorithm to calculate the Hurst exponent of self-similar processes (Q489372) (← links)
- Hurst exponent estimation of self-affine time series using quantile graphs (Q1619018) (← links)
- Forecasting value-at-risk in turbulent stock markets via the local regularity of the price process (Q2127364) (← links)
- Estimation of time-dependent Hurst exponents with variational smoothing and application to forecasting foreign exchange rates (Q2147882) (← links)
- Nonlinearity of the volume-volatility correlation filtered through the pointwise Hurst-Hölder regularity (Q2698372) (← links)
- (Q3643285) (← links)
- Comments on "PCA Based Hurst Exponent Estimator for fBm Signals Under Disturbances (Q4570481) (← links)
- Self-exciting multifractional processes (Q4964779) (← links)
- HURST EXPONENTS AND DELAMPERTIZED FRACTIONAL BROWNIAN MOTIONS (Q5234012) (← links)
- Hurst analysis of dynamic networks (Q6561206) (← links)
- Multifractional Brownian motion characterization based on Hurst exponent estimation and statistical learning (Q6567626) (← links)
- A distribution-based method to gauge market liquidity through scale invariance between investment horizons (Q6578147) (← links)