An entropy-based estimator of the Hurst exponent in fractional Brownian motion (Q2669321)
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scientific article; zbMATH DE number 7485932
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| English | An entropy-based estimator of the Hurst exponent in fractional Brownian motion |
scientific article; zbMATH DE number 7485932 |
Statements
An entropy-based estimator of the Hurst exponent in fractional Brownian motion (English)
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9 March 2022
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Hurst exponent
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generalized entropies
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fractional Brownian motion
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long-term memory
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