Bayesian approach to Hurst exponent estimation (Q1707059): Difference between revisions

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+https://doi.org/10.1007/s11009-017-9543-x
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+W2578611916
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+Hurst exponent analysis of financial time series
@@ Property / cites work: Hurst exponent analysis of financial time series / rank @@
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+Q3984449
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+Hurst exponent estimation of self-affine time series using quantile graphs
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+An accurate algorithm to calculate the Hurst exponent of self-similar processes
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+ESTIMATION OF FRACTAL INDEX AND FRACTAL DIMENSION OF A GAUSSIAN PROCESS BY COUNTING THE NUMBER OF LEVEL CROSSINGS
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+A Bayesian Formulation of Exploratory Data Analysis and Goodness‐of‐fit Testing*
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+Quadratic variations and estimation of the local Hölder index of a Gaussian process
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+An invariant form for the prior probability in estimation problems
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+Fractional Brownian Motions, Fractional Noises and Applications
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+Q5787285
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+Estimation and information in stationary time series
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