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Hurst exponent

Known as: Hurst, Hurst coefficient, Hurst parameter 
The Hurst exponent is used as a measure of long-term memory of time series. It relates to the autocorrelations of the time series, and the rate at… 
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Related topics

Related topics

9 relations
AutocorrelationBootstrapping (statistics)Detrended fluctuation analysisFractal dimension

Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
Highly Cited
2012
Highly Cited
2012
Federalism, Regulatory Lags, and the Political Economy of Energy Production
The production of natural gas from formerly inaccessible shale formations using hydraulic fracturing has expanded domestic energy… 
Highly Cited
2010
Highly Cited
2010
Representation of a Stochastic Traffic Bound
This paper presents a theoretical representation of a stochastic traffic bound (σ',ρ') that consists of two items, the burstiness… 
2010
2010
Evaluation of Hurst exponent for precipitation time series
A major issue in time series analysis and particularly in the study of meteorological time series behaviour is the long range… 
Highly Cited
2010
Highly Cited
2010
Assembly Time Modeling through Connective Complexity Metrics
This paper presents the development of a model for predicting the assembly time of a system based on complexity metrics of the… 
Highly Cited
2009
Highly Cited
2009
Epidemic spreading with nonlinear infectivity in weighted scale-free networks
2000
2000
The Hurst exponent and long-time correlation
The rescaled range statistics (R/S) method is applied to the ion saturation current fluctuations measured by the Langmuir probe… 
Highly Cited
1999
Highly Cited
1999
Petroleum Geology of Northwest Europe: Proceedings of the 5th Conference
S. D. Burley BG Technology, Loughborough R.E. Dunay Mobil North Sea Limited, London S. S. Flint University of Liverpool S. I… 
Highly Cited
1998
Highly Cited
1998
Self-Similar Traffic and Upper Bounds to Buffer-Overflow Probability in an ATM Queue
Highly Cited
1998
Highly Cited
1998
The concept of relevant time scales and its application to queuing analysis of self-similar traffic (or is Hurst naughty or nice?)
Recent traffic analyses from various packet networks have shown the existence of long-range dependence in bursty traffic. In… 
Highly Cited
1996
Highly Cited
1996
Tail probabilities for a multiplexer with self-similar traffic
We consider the large buffer asymptotics of a multiplexer under two different self-similar traffic input models, viz., the… 
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