Hurst exponent estimation of self-affine time series using quantile graphs

DOI10.1016/J.PHYSA.2015.09.094zbMath1400.94048OpenAlexW2191319438MaRDI QIDQ1619018

Andriana S. L. O. Campanharo, Fernando Manuel Ramos

Publication date: 13 November 2018

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11449/161065

zbMATH Keywords

Hurst exponentcomplex networksquantile graphsself-affine time series

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (2)

Bayesian approach to Hurst exponent estimation ⋮ Unnamed Item

Uses Software

• plfit

Cites Work

• Unnamed Item
• Unnamed Item
• Degree distributions of the visibility graphs mapped from fractional Brownian motions and multifractal random walks
• Complex network approach for recurrence analysis of time series
• The wavelet-based synthesis for fractional Brownian motion proposed by F. Sellan and Y. Meyer: Remarks and fast implementation
• RECURRENCE-BASED TIME SERIES ANALYSIS BY MEANS OF COMPLEX NETWORK METHODS
• Superfamily phenomena and motifs of networks induced from time series
• From time series to complex networks: The visibility graph
• Power-Law Distributions in Empirical Data
• DYNAMICAL ASPECTS OF INTERACTION NETWORKS

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