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Characterization of complex data functions through local persistence of increments - MaRDI portal

Characterization of complex data functions through local persistence of increments (Q2213538)

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Characterization of complex data functions through local persistence of increments
scientific article

    Statements

    title
    Characterization of complex data functions through local persistence of increments (English)
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    author
    Marcelo M. Barros
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    Luiz Bevilacqua
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    publication date
    2 December 2020
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    zbMATH Keywords
    time series
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    fractal dimension
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    Hurst exponent
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    S\&P 500 index
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    28A80
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    91B84
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    zbMATH DE Number
    7280117
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    OpenAlex ID
    W3097055585
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