A practical guide to measuring the Hurst parameter

Details A practical guide to measuring the Hurst parameter A practical guide to measuring the Hurst parameter

2006-10-25

arxiv.org/abs/math/0610756v1

International Journal of Simulation: Systems, Science & Technology 7(2) pp 3-14 2006

Mathematics

Statistics Theory

12 pages, 3 figures, 4 tables

Scientific paper

This paper describes, in detail, techniques for measuring the Hurst parameter. Measurements are given on artificial data both in a raw form and corrupted in various ways to check the robustness of the tools in question. Measurements are also given on real data, both new data sets and well-studied data sets. All data and tools used are freely available for download along with simple ``recipes'' which any researcher can follow to replicate these measurements.

Affiliated with

Also associated with

No associations

Rating

A practical guide to measuring the Hurst parameter does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with A practical guide to measuring the Hurst parameter, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and A practical guide to measuring the Hurst parameter will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-378664