Hurst exponent estimation of self-affine time series using quantile graphs
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Publication:1619018
DOI10.1016/j.physa.2015.09.094zbMath1400.94048MaRDI QIDQ1619018
Fernando Manuel Ramos, Andriana S. L. O. Campanharo
Publication date: 13 November 2018
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11449/161065
94A12: Signal theory (characterization, reconstruction, filtering, etc.)
Uses Software