Estimation of Hurst exponent revisited (Q1020115)
From MaRDI portal
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
