Open AccessComparison of Wavelet Spectral Density and Rescaled Range Methods for Hurst Parameter Estimation
Author(s) -
Julián R. Camargo L Julián R. Camargo L,
Tjprc
Publication year - 2020
Publication title -
international journal of mechanical and production engineering research and development
Language(s) - English
Resource type - Journals
eISSN - 2249-6890
pISSN - 2249-8001
DOI - 10.24247/ijmperdjun20201479
Subject(s) - hurst exponent , rescaled range , wavelet , range (aeronautics) , mathematics , spectral density , estimation , statistics , detrended fluctuation analysis , statistical physics , computer science , physics , artificial intelligence , materials science , economics , geometry , management , scaling , composite material