Pages that link to "Item:Q2575901"
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The following pages link to The rescaled variance statistic and the determination of the Hurst exponent (Q2575901):
Displayed 5 items.
- The asymptotic behavior of the R/S statistic for fractional Brownian motion (Q618011) (← links)
- Fractal time series -- A tutorial review (Q966330) (← links)
- Revisiting the relations between Hurst exponent and fractional differencing parameter for long memory (Q2068436) (← links)
- Testing for long-range dependence in world stock markets (Q2425502) (← links)
- Time-varying long-range dependence in US interest rates (Q2468080) (← links)