Hurst Index - Articles - Scientific Research Publishing

An Approach to Dynamic Asymptotic Estimation for Hurst Index of Network Traffic (Articles)

Xiaoyan MA, Hongguang LI

International Journal of Communications, Network and System Sciences Vol.3 No.2, March 1, 2010

DOI: 10.4236/ijcns.2010.32023 5,092 Downloads 9,105 Views Citations
A Study on the Impact the Shanghai-Hong Kong Stock Connect Making on the Long-Term Memory of Chinese Stock Market (Articles)

Yongyue Zhang

Open Journal of Social Sciences Vol.5 No.4, April 21, 2017

DOI: 10.4236/jss.2017.54009 1,706 Downloads 4,299 Views Citations
Research on Spatiotemporal Variation of Soil Temperature in China from 1948 to 2018 (Articles)

Mengyuan Zang, Mengqing Geng, Feng Zhang, Qiulan Wu, Yong Liang

Journal of Environmental Protection Vol.11 No.8, July 31, 2020

DOI: 10.4236/jep.2020.118034 633 Downloads 1,819 Views Citations
This article belongs to the Special Issue on Environmental Monitoring and Assessment
The Long Memory of the Jump Intensity of the Price Process (Articles)

Yizhuang Tian, Dongyang Shi, Handong Li

Journal of Mathematical Finance Vol.11 No.2, April 1, 2021

DOI: 10.4236/jmf.2021.112009 558 Downloads 1,596 Views Citations
Analysis and Predictability of Dry Spell Lengths Observed in Synoptic Stations of Benin Republic (West Africa) (Articles)

Médard Noukpo Agbazo, Joseph Adébiyi Adéchinan, Gabin Koto N'gobi, Joseph Bessou

American Journal of Climate Change Vol.10 No.4, December 31, 2021

DOI: 10.4236/ajcc.2021.104030 616 Downloads 2,363 Views Citations
Simulation of Long Term Characteristics of Annual Rainfall in Selected Areas in Saudi Arabia (Articles)

Nidhal Saada

Computational Water, Energy, and Environmental Engineering Vol.4 No.2, April 20, 2015

DOI: 10.4236/cweee.2015.42003 3,290 Downloads 4,458 Views Citations
Scaling Properties of Optokinetic Nystagmus Amplitude Sequence (Short Communications)

Torbjørn Aasen

Journal of Biomedical Science and Engineering Vol.13 No.11, November 16, 2020

DOI: 10.4236/jbise.2020.1311021 521 Downloads 1,409 Views Citations
Self Similarity Analysis of Web Users Arrival Pattern at Selected Web Centers (Articles)

Pushpalatha Sarla, Mallikarjuna Reddy Doodipala, Manohar Dingari

American Journal of Computational Mathematics Vol.6 No.1, March 4, 2016

DOI: 10.4236/ajcm.2016.61002 2,702 Downloads 3,891 Views Citations
Another Important Parameter’s Research on Estimating Self-Similarity (Articles)

Peng Luo, Juan Wang

International Journal of Communications, Network and System Sciences Vol.9 No.8, August 22, 2016

DOI: 10.4236/ijcns.2016.98030 1,931 Downloads 2,894 Views Citations
Hurst’s Memory for Chaotic, Tree Ring, and SOI Series (Articles)

Byung-Sik Kim, Hung-Soo Kim, Sun-Hong Min

Applied Mathematics Vol.5 No.1, January 14, 2014

DOI: 10.4236/am.2014.51019 4,780 Downloads 6,996 Views Citations
Study of Delay and Loss Behavior of Internet Switch-Markovian Modelling Using Circulant Markov Modulated Poisson Process (CMMPP) (Articles)

Ranadheer Donthi, Ramesh Renikunta, Rajaiah Dasari, Malla Reddy Perati

Applied Mathematics Vol.5 No.3, February 12, 2014

DOI: 10.4236/am.2014.53050 4,149 Downloads 6,066 Views Citations
Forecasting Short Time Series with Missing Data by Means of Energy Associated to Series (Articles)

Cristian Rodríguez Rivero, Julián Pucheta, Sergio Laboret, Daniel Patiño, Víctor Sauchelli

Applied Mathematics Vol.6 No.9, August 24, 2015

DOI: 10.4236/am.2015.69143 3,276 Downloads 4,872 Views Citations
Method of Dynamic VaR and CVaR Risk Measures Forecasting for Long Range Dependent Time Series on the Base of the Heteroscedastic Model (Articles)

Nataliya D. Pankratova, Nataliia G. Zrazhevska

Intelligent Control and Automation Vol.8 No.2, May 26, 2017

DOI: 10.4236/ica.2017.82010 1,915 Downloads 4,010 Views Citations
The Compound Spectral Indices of Human Stress (Articles)

Petr Kloucek, Armin Von Gunten

Applied Mathematics Vol.9 No.12, December 28, 2018

DOI: 10.4236/am.2018.912090 837 Downloads 1,798 Views Citations
ESG Indices Efficiency in Five MENA Countries: Application of the Hurst Exponent (Articles)

Mouncif Harabida, Bouchra Radi, Jean-Pierre Gueyie

Theoretical Economics Letters Vol.13 No.2, March 6, 2023

DOI: 10.4236/tel.2023.132011 483 Downloads 2,076 Views Citations
Exploiting the European Volatility Index Features: Anti-Persistence, Skewness, Kurtosis, and the Role of the Hurst Exponent (Articles)

Michele Anelli, Michele Patanè, Stefano Zedda

Modern Economy Vol.14 No.5, May 31, 2023

DOI: 10.4236/me.2023.145034 226 Downloads 991 Views Citations
The Compound Indexing of Human Self-Similar Behavioural Patterns (Articles)

Petr Kloucek, Pavel Zakharov, Armin von Gunten

Applied Mathematics Vol.7 No.17, November 23, 2016

DOI: 10.4236/am.2016.717176 1,504 Downloads 2,658 Views Citations
Forecasting the Next Dry Cargo Shipping Depression beyond 2018 (Articles)

Alexandros M. Goulielmos

Modern Economy Vol.10 No.7, July 12, 2019

DOI: 10.4236/me.2019.107110 1,091 Downloads 2,324 Views Citations
Application of Multifractional Brownian Motion to Modeling Volatility and Risk in Financial Markets (Articles)

Bou Diop

Journal of Applied Mathematics and Physics Vol.13 No.11, November 17, 2025

DOI: 10.4236/jamp.2025.1311216 56 Downloads 415 Views Citations
The Schultz Index and Schultz Polynomial of the Jahangir Graphs J _{5, m} (Articles)

Mohammad Reza Farahani, Wei Gao

Applied Mathematics Vol.6 No.14, December 31, 2015

DOI: 10.4236/am.2015.614204 5,969 Downloads 7,970 Views Citations

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