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1. Full Text Spatiotemporal drought variability on the Mongolian Plateau from 1980–2014 based on the SPEI-PM, intensity analysis and Hurst exponent
by Tong, Siqin and Lai, Quan and Zhang, Jiquan and Bao, Yuhai and Lusi, A and Ma, Qiyun and Li, Xiangqian and Zhang, Feng
The Science of the total environment, ISSN 0048-9697, 02/2018, Volume 615, pp. 1557 - 1565
Hurst exponent | Intensity analysis | Drought variability | Mongolian Plateau | SPEI-PM | Prediction | Environmental Sciences & Ecology | Life Sciences & Biomedicine | Science & Technology | Environmental Sciences | Droughts | Analysis | Precipitation (Meteorology)
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2. Full Text Trend analysis of vegetation dynamics in Qinghai–Tibet Plateau using Hurst Exponent
by Peng, Jian and Liu, Zhenhuan and Liu, Yinghui and Wu, Jiansheng and Han, Yinan
Ecological indicators, ISSN 1470-160X, 2012, Volume 14, Issue 1, pp. 28 - 39
Qinghai–Tibet Plateau | Vegetation dynamic trend | Hurst Exponent | NDVI | Consistency analysis | R/S analysis | Qinghai-Tibet Plateau | Environmental Sciences & Ecology | Life Sciences & Biomedicine | Biodiversity Conservation | Biodiversity & Conservation | Science & Technology | Environmental Sciences | Analysis | Global temperature changes | Vegetation dynamics
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3. Full Text On Hurst exponent estimation under heavy-tailed distributions
by Barunik, Jozef and Kristoufek, Ladislav
Physica A, ISSN 0378-4371, 2010, Volume 389, Issue 18, pp. 3844 - 3855
Heavy tails | Hurst exponent | High frequency data analysis | Physics, Multidisciplinary | Physical Sciences | Physics | Science & Technology | Monte Carlo method | Analysis | Monte Carlo methods | Computer simulation | Exponents | Fluctuation | Gaussian | High frequencies | Sampling | Estimates | Quantitative Finance - Statistical Finance
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4. Full Text Introducing Hurst exponent in pair trading
by Ramos-Requena, J.P and Trinidad-Segovia, J.E and Sánchez-Granero, M.A
Physica A, ISSN 0378-4371, 12/2017, Volume 488, pp. 39 - 45
Pair trading | Hurst exponent | Financial market | Co-movement | Cointegration | Long memory | Physics, Multidisciplinary | Physical Sciences | Physics | Science & Technology | Securities trading | Financial markets
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5. Full Text Correlation between the Hurst exponent and the maximal Lyapunov exponent: Examining some low-dimensional conservative maps
by Tarnopolski, Mariusz
Physica A, ISSN 0378-4371, 01/2018, Volume 490, pp. 834 - 844
Conservative systems | Hurst exponent | Chirikov standard map | Maximal Lyapunov exponent | Machine learning | Physics, Multidisciplinary | Physical Sciences | Physics | Science & Technology
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6. Full Text Multi-scale entropy analysis and Hurst exponent
by Mollaei, Saeid and Darooneh, Amir Hossein and Karimi, Somaye
Physica A, ISSN 0378-4371, 08/2019, Volume 528, p. 121292
Multi-scale entropy | Fractional Gaussian noise | Hurst exponent | Physics, Multidisciplinary | Physical Sciences | Physics | Science & Technology
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7. Full Text Can the bivariate Hurst exponent be higher than an average of the separate Hurst exponents?
by Kristoufek, Ladislav
Physica A, ISSN 0378-4371, 08/2015, Volume 431, pp. 124 - 127
Spectrum coherence | Power-law cross-correlations | Bivariate Hurst exponent | Correlations | Hurst exponent | Bivariate | Physics, Multidisciplinary | Physical Sciences | Physics | Science & Technology | Physics - Data Analysis, Statistics and Probability
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8. Full Text Analyzing vegetation dynamic trend on the Mongolian Plateau based on the Hurst exponent and influencing factors from 1982–2013
by Tong, Siqin and Zhang, Jiquan and Bao, Yuhai and Lai, Quan and Lian, Xiao and Li, Na and Bao, Yongbin
Journal of geographical sciences, ISSN 1009-637X, 5/2018, Volume 28, Issue 5, pp. 595 - 610
Geography | Nature Conservation | Remote Sensing/Photogrammetry | Physical Geography | remote sensing | Hurst exponent | residual trend analysis | GIMMS NDVI3g | Mongolian Plateau | vegetation dynamic trend | Geographical Information Systems/Cartography | Geography, Physical | Physical Sciences | Science & Technology | Inventory control | Precipitation (Meteorology) | Analysis | Resveratrol | Climate effects | Rainfall | Vegetation
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9. Full Text Detecting persistence of meteorological drought via the Hurst exponent
by Tatli, Hasan
Meteorological applications, ISSN 1350-4827, 10/2015, Volume 22, Issue 4, pp. 763 - 769
Mann‐Kendall | Persistence | Trend | Hurst exponent | Turkey | PDSI | Mann-Kendall | Meteorology & Atmospheric Sciences | Physical Sciences | Science & Technology | Weather | Droughts | Drought | Fractals | Trends
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10. Full Text Time-dependent Hurst exponent in financial time series
by Carbone, A and Castelli, G and Stanley, H.E
Physica A, ISSN 0378-4371, 2004, Volume 344, Issue 1, pp. 267 - 271
Time-varying persistence | Hurst exponent | Time-series analysis
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11. Full Text Fractional Brownian motion with two-variable Hurst exponent
by Almani, H. Maleki and Hosseini, S. M and Tahmasebi, M
Journal of computational and applied mathematics, ISSN 0377-0427, 05/2021, Volume 388
Physical Sciences | Mathematics | Mathematics, Applied | Science & Technology
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12. Full Text Generalized Hurst exponent approach to efficiency in MENA markets
by Sensoy, A
Physica A, ISSN 0378-4371, 10/2013, Volume 392, Issue 20, pp. 5019 - 5026
Rolling window | Market efficiency | MENA | Generalized Hurst exponent | Hurst exponent | Generalized | Physics, Multidisciplinary | Physical Sciences | Physics | Science & Technology | Stock markets | Markets | Raw materials | United Arab Emirates | Exponents | Statistical mechanics
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13. Full Text Analysis of the efficiency of Hong Kong REITs market based on Hurst exponent
by Liu, Jian and Cheng, Cheng and Yang, Xianglin and Yan, Lizhao and Lai, Yongzeng
Physica A, ISSN 0378-4371, 11/2019, Volume 534, p. 122035
REITs | Hurst exponent | Market efficiency | Long memory | Physics, Multidisciplinary | Physical Sciences | Physics | Science & Technology
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