# Hurst exponent

## Papers overview

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2012

2012

- 2012

We estimated Hurst exponent of twelve stock index series from across the glove using daily values of for past ten years and found… (More)

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2011

2011

- 2011

The Hurst Exponent is a dimensionless estimator for the self-similarity of a time series. Initially defined by Harold Edwin Hurst… (More)

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2010

2010

- 2010

In this paper, we show how the sampling properties of Hurst exponent methods of estimation change with the presence of heavy… (More)

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2007

2007

- 2007

We use a new method of studying the Hurst exponent with time and scale dependency. This new approach allows us to recover the… (More)

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2006

2006

- 7th International Conference on Computer-Aided…
- 2006

Applied in many areas, from original hydrology to modern computer networking, Hurst exponent provides us with an indicator that… (More)

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2005

2005

- 2005

The Hurst exponent (H) is a statistical measure used to classify time series. H=0.5 indicates a random series while H>0.5… (More)

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2005

2005

- Proceedings. (ICASSP '05). IEEE International…
- 2005

Huang's data-driven technique of empirical mode decomposition (EMD) is applied to the versatile, broadband, model of fractional… (More)

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Highly Cited

2004

Highly Cited

2004

- 2004

NC OR RE CT ED P R Abstract We calculate the Hurst exponent HðtÞ of several time series by dynamical implementation of a recently… (More)

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1998

1998

- 1998

We propose a method for ~global! Hurst exponent determination based on wavelets. Using this method, we analyze synthetic data… (More)

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1996

1996

- 1996

Wavelet packet analysis was used to measure the global scaling behaviour of homogeneous fractal signals from the slope of decay… (More)

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