An accurate algorithm to calculate the Hurst exponent of self-similar processes
type: Item
instance of: scholarly article
title: An accurate algorithm to calculate the Hurst exponent of self-similar processes
zbMATH Open document ID: 1303.60029
author: I. M. Román-Sánchez
author: M. Fernández-Martínez
author: Miguel Angel Sanchez Granero
author: Juan Evangelista Trinidad Segovia
published in: Physics Letters. A
publication date: 2015-01-20T00:00:00Z
Mathematics Subject Classification ID: 60G18
Mathematics Subject Classification ID: 60G20
zbMATH DE Number: 6388198
zbMATH Keywords: Hurst exponent
zbMATH Keywords: long memory
zbMATH Keywords: GM algorithms
zbMATH Keywords: FD algorithms
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: Lévy stable motion
MaRDI profile type: Publication
full work available at URL: j.physleta.2014.06.018
OpenAlex ID: W2063949022
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DOI: 10.1016/J.PHYSLETA.2014.06.018
description: scientific article; zbMATH DE number 6388198