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Keywords: Hurst exponent
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Journal Articles
Speeding up estimation of the Hurst exponent by a two-stage procedure from a large to small range
Available to Purchase
Journal:
Engineering Computations
Engineering Computations (2017) 34 (1): 3–17.
Published: 06 March 2017
...Yen-Ching Chang Purpose The Hurst exponent has been very important in telling the difference between fractal signals and explaining their significance. For estimators of the Hurst exponent, accuracy and efficiency are two inevitable considerations. The main purpose of this study is to raise...
