Estimation of Hurst exponent revisited (Q1020115): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.csda.2006.07.033 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.CSDA.2006.07.033 / rank | |||
Normal rank | |||
Latest revision as of 13:19, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of Hurst exponent revisited |
scientific article |
Statements
Estimation of Hurst exponent revisited (English)
0 references
29 May 2009
0 references
detrended fluctuation analysis (DFA) estimator
0 references
long-range dependence
0 references
rescaled adjusted range statistic (R/S)
0 references
scaling property
0 references
wavelet estimator
0 references
0 references
0 references
0 references
