An accurate algorithm to calculate the Hurst exponent of self-similar processes (Q489372)
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scientific article; zbMATH DE number 6388198
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| English | An accurate algorithm to calculate the Hurst exponent of self-similar processes |
scientific article; zbMATH DE number 6388198 |
Statements
An accurate algorithm to calculate the Hurst exponent of self-similar processes (English)
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20 January 2015
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Hurst exponent
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long memory
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GM algorithms
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FD algorithms
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fractional Brownian motion
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Lévy stable motion
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