1.
Chaos
; 28(3): 031102, 2018 Mar.
Artigo
em Inglês
| MEDLINE
| ID: mdl-29604638
RESUMO
We combine two existing estimators of the local Hurst exponent to improve both the goodness of fit and the computational speed of the algorithm. An application with simulated time series is implemented, and a Monte Carlo simulation is performed to provide evidence of the improvement.