Time structure of complex systems: a methodical review

zbMATH Open1413.62137MaRDI QIDQ4636889FDOQ4636889

Authors: I. A. Eganova, W. Kallies 

Publication date: 20 April 2018

Full work available at URL: http://msm.omsu.ru/jrns/jrn41/EganovaKallies.pdf

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zbMATH Keywords

time seriesHurst exponentHurst phenomenonR/S analysisR/S statisticstime structureHurst empirical lawHurst rescaled rangeHurst statistics

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to physics (62P35)

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