Hurst exponent for weak self-similar processes

DOI10.1016/J.CNSNS.2026.109985MaRDI QIDQ7306824zbMATH OpenFDO

Authors M. Fernández-Martínez, Miguel Angel Sanchez Granero

Publication date 31 July 2026

Published in Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.CNSNS.2026.109985

Mathematics Subject Classification ID

Fractals (28A80) Self-similar stochastic processes (60G18) Fractional processes, including fractional Brownian motion (60G22)

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