liftLRD (Q43148)
From MaRDI portal
Wavelet Lifting Estimators of the Hurst Exponent for Regularly and Irregularly Sampled Time Series
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | liftLRD |
Wavelet Lifting Estimators of the Hurst Exponent for Regularly and Irregularly Sampled Time Series |
Statements
17 September 2023
0 references
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>.
0 references
