Keyword : Hurst exponent


A Study of the Characteristics of MEMD for Fractional Gaussian Noise
Huan HAO Huali WANG Naveed UR REHMAN Hui TIAN 
Publication:   IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences
Publication Date: 2016/06/01
Vol. E99-A  No. 6 ; pp. 1228-1232
Type of Manuscript:  LETTER
Category: Digital Signal Processing
Keyword: 
empirical mode decompositionmultivariate empirical mode decompositionfractional Gaussian noiseHurst exponent
 Summary | Full Text:PDF

An Efficient Variance Estimator for the Hurst Exponent of Discrete-Time Fractional Gaussian Noise
Yen-Ching CHANG Liang-Hwa CHEN Li-Chun LAI Chun-Ming CHANG 
Publication:   IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences
Publication Date: 2012/09/01
Vol. E95-A  No. 9 ; pp. 1506-1511
Type of Manuscript:  PAPER
Category: Digital Signal Processing
Keyword: 
discrete-time fractional Brownian motiondiscrete-time fractional Gaussian noiseHurst exponentvariance estimator
 Summary | Full Text:PDF