A. Carbone

most citedAlgorithm to estimate the Hurst exponent of high-dimensional fractals

98 citations · 100 across the 2 of their papers we have counts for

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cond-mat.stat-mech2007★ 98 cited

Algorithm to estimate the Hurst exponent of high-dimensional fractals

Anna Carbone

We propose an algorithm to estimate the Hurst exponent of high-dimensional fractals, based on a generalized high-dimensional variance around a moving average low-pass filter. As wo…

cond-mat.stat-mech2003★ 2 cited

Scaling Properties of Long-Range Correlated Noisy Signals

Anna Carbone, Giuliano Castelli

The Hurst coefficient $H$ of a stochastic fractal signal is estimated using the function $σ_{M A}^{2} = \frac{1}{N _{ma x} - n} \sum_{i = n}^{N_{ma x}} [y (i) - y_{n} (i)]^{2}$ , where $\wid…