A Note on Wavelet-Based Estimator of the Hurst Parameter - Wu, Liang (Entropy (Basel, Switzerland), 2020)
Keywords: Bias; Brownian motion; Computer simulation; Dependence; Empirical analysis; Fractals; fractional brownian motion; hurst parameter; long-range dependence; Mathematical models; Methods; Normal distribution; Parameter estimation; Regression analysis; Self-similarity; Signal processing; Simulation; Studies; Trends; Wavelet analysis; Wavelet transforms; Hurst parameter; fractional Brownian motion; long-range dependence; wavelet analysis