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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 $Eur. Phys. J. B: 162 DOI: epjb/e2014Measuring capital market eﬃciency: long-term memory, fractal dimension and approximate entropy$	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	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 $2D Shape Classiﬁcation Using Multifractional Brownian Motion Manuele Bicego and Alessandro Trudda DEIR - University of Sassari via Torre Tonda, [removed]Sassari (Italy) {bicego,atrudda}@uniss.it$	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	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 $20th International Congress on Modelling and Simulation, Adelaide, Australia, 1–6 December 2013 www.mssanz.org.au/modsim2013 Multifractal analysis of wind farm power output L. McArthur a , S. Mackenzie b and J. Boland$	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 $preprint This is a preprint of the paper: Grahovac, D., Leonenko, N.N[removed]Detecting multifractal stochastic processes under the heavy tails eﬀect, Chaos, Solitons & Fractals 66, [removed]URL: http://www.sciencedirec$	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