Can the bivariate Hurst exponent be higher than an average of the separate Hurst exponents? (Q1618468): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Cross-correlations between volume change and price change / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multiple local Whittle estimation in stationary systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: The averaged periodogram estimator for a power law in coherency / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing power-law cross-correlations: rescaled covariance test / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mixed-correlated ARFIMA processes for power-law cross-correlations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3393449 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multifractal detrended fluctuation analysis of nonstationary time series / rank
 
Normal rank

Revision as of 08:16, 17 July 2024

scientific article
Language Label Description Also known as
English
Can the bivariate Hurst exponent be higher than an average of the separate Hurst exponents?
scientific article

    Statements

    Can the bivariate Hurst exponent be higher than an average of the separate Hurst exponents? (English)
    0 references
    0 references
    13 November 2018
    0 references
    correlations
    0 references
    power-law cross-correlations
    0 references
    bivariate Hurst exponent
    0 references
    spectrum coherence
    0 references

    Identifiers