liftLRD (Q43148)
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Wavelet Lifting Estimators of the Hurst Exponent for Regularly and Irregularly Sampled Time Series
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | liftLRD |
Wavelet Lifting Estimators of the Hurst Exponent for Regularly and Irregularly Sampled Time Series |
Statements
17 September 2023
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Implementations of Hurst exponent estimators based on the relationship between wavelet lifting scales and wavelet energy of Knight et al (2017) <doi:10.1007/s11222-016-9698-2>.
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