Estimation of Hurst exponent revisited (Q1020115)
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scientific article; zbMATH DE number 5559567
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Estimation of Hurst exponent revisited |
scientific article; zbMATH DE number 5559567 |
Statements
Estimation of Hurst exponent revisited (English)
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29 May 2009
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detrended fluctuation analysis (DFA) estimator
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long-range dependence
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rescaled adjusted range statistic (R/S)
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scaling property
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wavelet estimator
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0.8577145338058472
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0.8493410348892212
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0.8216549754142761
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0.8181861639022827
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