Pages that link to "Item:Q1020115"

The following pages link to Estimation of Hurst exponent revisited (Q1020115):

Displaying 17 items.

• Group sequential tests under fractional Brownian motion in monitoring clinical trials (Q257555) (← links)
• Sample size determination for group sequential test under fractional Brownian motion (Q358885) (← links)
• A study of wavelet analysis and data extraction from second-order self-similar time series (Q460127) (← links)
• The asymptotic behavior of the R/S statistic for fractional Brownian motion (Q618011) (← links)
• Parameter estimation for fractional Ornstein-Uhlenbeck processes at discrete observation (Q646181) (← links)
• Fractal time series -- A tutorial review (Q966330) (← links)
• The valuation of equity warrants under the fractional Vasicek process of the short-term interest rate (Q1782521) (← links)
• Multifractal analysis of hydrologic data using wavelet methods and fluctuation analysis (Q1784865) (← links)
• On wavelet analysis of the \(n\)th order fractional Brownian motion (Q1934279) (← links)
• Statistical analysis of DWT coefficients of fGn processes using ARFIMA(p,d,q) models (Q2140429) (← links)
• Generalized Cauchy model of sea level fluctuations with long-range dependence (Q2147756) (← links)
• A comparison of maximum likelihood and absolute moments for the estimation of Hurst exponents in a stationary framework (Q2160923) (← links)
• Statistical test for fractional Brownian motion based on detrending moving average algorithm (Q2201337) (← links)
• Fractional Brownian motion: difference iterative forecasting models (Q2213636) (← links)
• Simultaneous estimation of the parameters of the Hurst-Kolmogorov stochastic process (Q2324339) (← links)
• Accurate modeling of VoIP traffic QoS parameters in current and future networks with multifractal and Markov models (Q2450534) (← links)
• Long-range dependence and heavy tail characteristics for remaining useful life prediction in rolling bearing degradation (Q6135638) (← links)