Hurst exponent and its applications in time-series analysis

被引：0

作者：

Resta, Marina ^{[1
]}

机构：

[1] School of Economics, University of Genova, P.O. Box 16126, Via Vivaldi 5, Genova, Italy

来源：

Recent Patents on Computer Science | 2012年 / 5卷 / 03期

关键词：

D O I：

10.2174/2213275911205030211

中图分类号：

学科分类号：

摘要：

引用

页码：211 / 219

共 50 条

[1] Hurst Exponent Analysis of Financial Time Series
SANG Hong wei
Advances in Manufacturing, 2001, (04) : 269 - 272
[2] Method for determining the Hurst exponent of a fractal time series and its applications to EKG signal analysis.
DePetrillo, PB
Ruttimann, U
CLINICAL PHARMACOLOGY & THERAPEUTICS, 1999, 65 (02) : 158 - 158
[3] Determining the Hurst exponent of fractal time series and its application to electrocardiographic analysis
DePetrillo, PB
Speers, D
Ruttimann, UE
COMPUTERS IN BIOLOGY AND MEDICINE, 1999, 29 (06) : 393 - 406
[4] ESTIMATION OF HURST EXPONENT FOR THE FINANCIAL TIME SERIES
Kumar, J.
Manchanda, P.
MODELLING OF ENGINEERING AND TECHNOLOGICAL PROBLEMS, 2009, 1146 : 272 - 283
[5] Application of a Time-Scale Local Hurst Exponent analysis to time series
Molino-Minero-Re, E.
Garcia-Nocetti, F.
Benitez-Perez, H.
DIGITAL SIGNAL PROCESSING, 2015, 37 : 92 - 99
[6] Analysis Methods of Financial Time Series Based on the Use of the Hurst Exponent
Alperovich, M.
Alperovich, Y.
Spiro, A.
2017 TENTH INTERNATIONAL CONFERENCE MANAGEMENT OF LARGE-SCALE SYSTEM DEVELOPMENT (MLSD), 2017,
[7] TIME-SERIES ANALYSIS AND ITS APPLICATIONS IN BIOLOGICAL SCIENCES
ANDEL, J
BIOMETRICS, 1980, 36 (01) : 184 - 184
[8] THE LEVINSON ALGORITHM AND ITS APPLICATIONS IN TIME-SERIES ANALYSIS
MORETTIN, PA
INTERNATIONAL STATISTICAL REVIEW, 1984, 52 (01) : 83 - 92
[9] A Random Time-Series Decomposition and Its Applications in Time-Series Identification
Figwer, Jaroslaw
2016 21ST INTERNATIONAL CONFERENCE ON METHODS AND MODELS IN AUTOMATION AND ROBOTICS (MMAR), 2016, : 206 - 211
[10] Time-dependent Hurst exponent in financial time series
Carbone, A
Castelli, G
Stanley, HE
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2004, 344 (1-2) : 267 - 271

← 1 2 3 4 5 →