About: Hurst exponent

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A measure of the long-range dependence of a time series

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dbo:description
  • a measure of the long-range dependence of a time series (en)
  • характеристика временных рядов (ru)
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dbp:date
  • October 2023 (en)
dbp:reason
  • Is this a redefinition of the exponent or a better statistic estimating the exponent? (en)
  • What 0.5 slope? For Brownian motion? (en)
  • Are these estimates or exactly equalities? If the former, why is an equal sign used? Also, is the 340 really a mathematical truth or just a practical choice made in this particular paper? (en)
  • What is the definition of this power law, other than the procedure given here? (en)
  • Why is white noise "theoretical"? How can white noise produce a time series? (en)
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dct:subject
rdfs:label
  • Hurst exponent (en)
  • Exponente de Hurst (es)
  • Hurst-Exponent (de)
  • Показатель Хёрста (ru)
  • 赫斯特指数 (zh)
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