collaborators

1 paper

stat.ME2024

Typical Algorithms for Estimating Hurst Exponent of Time Sequence: A Data Analyst's Perspective

Hong-Yan Zhang, Zhi-Qiang Feng, Si-Yu Feng +1

The Hurst exponent is a significant metric for characterizing time sequences with long-term memory property and it arises in many fields. The available methods for estimating the H…