A practical guide to measuring the Hurst parameter

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dc.creatorClegg, Richard G.
dc.date2006-10-25
dc.date.accessioned2026-07-07T08:08:16Z
dc.date.available2026-07-07T08:08:16Z
dc.descriptionThis 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.
dc.description12 pages, 3 figures, 4 tables
dc.identifierhttps://arxiv.org/abs/math/0610756
dc.identifierhttp://arxiv.org/abs/math/0610756
dc.identifierInternational Journal of Simulation: Systems, Science & Technology 7(2) pp 3-14 2006
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/131210
dc.subjectStatistics Theory
dc.subjectProbability
dc.titleA practical guide to measuring the Hurst parameter
dc.typetext

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