DOCSLIB.ORG
Explore
Sign Up
Log In
Upload
Search
Home
» Tags
» Rescaled range
Rescaled range
Rescaled Range Analysis and Detrended Fluctuation Analysis: Finite Sample Properties and Confidence Intervals
Improved Estimates for the Rescaled Range and Hurst
Time Series Analysis: Mandelbrot Theory at Work in Economics M. F. Guiducci and M. I. Loflredo Dipartimento Di Matematica, Unive
Understanding the Limitations of Estimation Methods for Long-Range Dependence
Fractional Brownian Motions and Their Multifractal Analysis Applied to Parana River Flow
Hurst, Mandelbrot and the Road to ARFIMA, 1951–1980
Fractal Analysis of Time Series and Distribution Properties of Hurst Exponent
Gold Price Data Analysis Using Rescaled Range (R/S) Analysis
Fractional Brownian Motion and Predictability Index in Financial Market
5.2.13 the Hurst Exponent and Rescaled Range Analysis
R/S Analysis in Mobile Social Networks
Simulation of Fractional Brownian Motion
Impact of Series Length on Statistical Precision and Sensitivity of MARK Autocorrelation Assessment in Human Locomotion ⁎ T.B
Hurst Exponent and Trading Signals Derived from Market Time Series
The Application of Detrended Fluctuation Analysis and Adaptive Fractal Analysis on Center of Pressure Time Series in Parkinson's Disease
Identification of Fractal Properties in Geomagnetic Data of Southeast
Predictability of Time Series.Pdf
Application of Hurst Exponent (H) and the R/S Analysis in the Classification of FOREX Securities
Top View
Using the Rescaled Range Anal Ysis for the Stu Dy Of
A Comparison of Fractal Dimension Algorithms by Hurst Exponent Using Gold Price Time Series
Fractal Dimension Analysis of Spatio-Temporal Patterns Using Image Processing and Nonlinear Time-Series Analysis
Are the Crude Oil Markets Really Becoming More Efficient Over Time? Some New Evidence
On the Estimation of the Hurst Exponent Using Adjusted Rescaled
Time Series Analysis Using Fractal Theory and Online Ensemble Classifiers with Application to Stock Portfolio Optimization
The Long Memory of Order Flow in the Foreign Exchange Spot Market
Deciphering Anomalous Heterogeneous Intracellular
Arxiv:1201.3511V1
Stock-Price Modeling by the Geometric Fractional Brownian Motion a View Towards the Chinese Financial Market
Stock Market Data Analysis Using Rescaled Range (R/S) Analysis Technique
Classical and Modified Rescaled Range Analysis: Sampling Properties Under Heavy Tails
Rescaled Range(R/S) Analysis of the Stock Market Returns