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Hurst exponent
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11	Serial No. 19 November 2001 CONTENTS Overview of the 1st CRL TDC Symposium . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 Add to Reading List Source URL: www2.nict.go.jp Language: English - Date: 2006-05-08 22:00:53 Interferometry Radio astronomy Very Long Baseline Interferometry Hurst exponent Green Bank Interferometer Rescaled range Edward Fomalont Symbol Statistics Radio telescopes Geodesy
12	Eur. Phys. J. B: 162 DOI: epjb/e2014Measuring capital market eﬃciency: long-term memory, fractal dimension and approximate entropy Add to Reading List Source URL: library.utia.cas.cz Language: English - Date: 2014-09-12 03:39:20 Fractals Stochastic processes Dimension theory Dynamical systems Fractal dimension Hurst exponent Normal distribution Entropy Maximum likelihood Statistics Probability and statistics Statistical theory
13	Microsoft Word - ijita12-3.doc Add to Reading List Source URL: www.foibg.com Language: English - Date: 2015-02-02 08:42:05 Stochastic processes Mathematics Segmentation Fractal dimension Discrete Fourier transform Fractional Brownian motion Meteosat Hurst exponent Brownian motion Statistics Fractals Mathematical analysis
14 $Wavelets / Teletraffic / Time series analysis / Fractals / Multifractal system / Hurst exponent / Fractional Brownian motion / Jitter / Power law / Statistics / Stochastic processes / Mathematical analysis$	Investigating the Scaling Behavior, Crossover and Anti-persistence of Internet Packet Delay Dynamics Qiong Li David L. Millsy Department of Electrical and Computer Engineering University of Delaware September 23, 1999 Add to Reading List Source URL: www.eecis.udel.edu Language: English - Date: 1999-10-04 01:58:04 Wavelets Teletraffic Time series analysis Fractals Multifractal system Hurst exponent Fractional Brownian motion Jitter Power law Statistics Stochastic processes Mathematical analysis
15	2D Shape Classiﬁcation Using Multifractional Brownian Motion Manuele Bicego and Alessandro Trudda DEIR - University of Sassari via Torre Tonda, [removed]Sassari (Italy) {bicego,atrudda}@uniss.it Add to Reading List Source URL: profs.sci.univr.it Language: English - Date: 2011-10-29 18:00:32 Fractional Brownian motion Brownian motion Curvature Hurst exponent Normal distribution Wiener process Statistics Stochastic processes Fractals
16 $Multifractal system / Autoregressive conditional heteroskedasticity / Power law / Symbol / Q / Divergence / Statistics / Fractals / Hurst exponent$	Hydrol. Earth Syst. Sci., 16, 3249–3260, 2012 www.hydrol-earth-syst-sci.netdoi:hess © Author(sCC Attribution 3.0 License. Hydrology and Add to Reading List Source URL: www.hydrol-earth-syst-sci.net Language: English - Date: 2014-12-04 03:14:22 Multifractal system Autoregressive conditional heteroskedasticity Power law Symbol Q Divergence Statistics Fractals Hurst exponent
17	Hydrol. Earth Syst. Sci., 16, 29–42, 2012 www.hydrol-earth-syst-sci.netdoi:hess © Author(sCC Attribution 3.0 License. Hydrology and Add to Reading List Source URL: www.hydrol-earth-syst-sci.net Language: English - Date: 2014-12-04 03:01:11 Power law Statistics Fractals Hurst exponent
18 $Dimension / Dimension theory / Time series analysis / Dynamical systems / Detrended fluctuation analysis / Hurst exponent / Multifractal system / Power law / Fractional Brownian motion / Statistics / Stochastic processes / Fractals$	20th International Congress on Modelling and Simulation, Adelaide, Australia, 1–6 December 2013 www.mssanz.org.au/modsim2013 Multifractal analysis of wind farm power output L. McArthur a , S. Mackenzie b and J. Boland Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-11-19 21:59:29 Dimension Dimension theory Time series analysis Dynamical systems Detrended fluctuation analysis Hurst exponent Multifractal system Power law Fractional Brownian motion Statistics Stochastic processes Fractals
19	Volatility Clustering in Financial Markets: Empirical Facts and Agent–Based Models Rama Cont Centre de Math´ematiques appliqu´ees, Ecole Polytechnique F[removed]Palaiseau, France [removed] To appear i Add to Reading List Source URL: www.proba.jussieu.fr Language: English - Date: 2010-06-16 05:05:12 Financial economics Mathematical sciences Technical analysis Options Fractals Volatility clustering Stochastic volatility Volatility Hurst exponent Statistics Mathematical finance Time series analysis
20 $Multifractal system / Lévy process / Wiener process / Fractional Brownian motion / Brownian motion / Fractal / Mixing / Hurst exponent / Statistics / Stochastic processes / Probability theory$	preprint This is a preprint of the paper: Grahovac, D., Leonenko, N.N[removed]Detecting multifractal stochastic processes under the heavy tails eﬀect, Chaos, Solitons & Fractals 66, [removed]URL: http://www.sciencedirec Add to Reading List Source URL: bib.irb.hr Language: English - Date: 2015-02-06 12:09:21 Multifractal system Lévy process Wiener process Fractional Brownian motion Brownian motion Fractal Mixing Hurst exponent Statistics Stochastic processes Probability theory

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