Estimation of Hurst exponent revisited (Q1020115)

From MaRDI portal
Revision as of 02:59, 1 March 2024 by SwMATHimport240215 (talk | contribs) (‎Changed an Item)
scientific article
Language Label Description Also known as
English
Estimation of Hurst exponent revisited
scientific article

    Statements

    title
    Estimation of Hurst exponent revisited (English)
    0 references
    publication date
    29 May 2009
    0 references
    Mathematics Subject Classification ID
    62M10
    0 references
    62F10
    0 references
    65T60
    0 references
    62G05
    0 references
    zbMATH DE Number
    5559567
    0 references
    zbMATH Keywords
    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
    author
    Jan Mielniczuk
    0 references
    Piotr Wojdyłło
    0 references
    describes a project that uses
    LASS
    0 references
    wmtsa
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1020115&oldid=24070710"
    Powered by MediaWiki