,Hurst Parameter,Hurst parameters

Hurst Parameter
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Stemming Variations: Hurst parameters
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    • Hurst parameter is a common measure of the degree of selfsimilarity. Its estimation is an important issue where numerous methods have been proposed in the past and is still being proposed. In particular, estimation becomes intricate when the data contains periodicity, trend, noise, etc. These factors considerably affect the accuracy of Hurst parameter estimators...

    Süleyman Baykutet al. THE INFLUENCE OF A SINGLE-TONE SINUSIOD OVER HURST ESTIMATORS

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