HURST EXPONENTS FOR NON-PRECISE DATA

hurst exponents for non-precise data

we provide a framework for the study of statistical quantitiesrelated to the hurst phenomenon when the data are non-precise with boundedsupport.

Improved Estimates For The Rescaled Range And Hurst Exponents

The error of statistical volatility of intra-daily quoted price changes observed over a time interval,Statistical study of foreign exchange rates, empirical evidence of a price change scaling law, and intraday analysis', Jounal of Banking and standard deviation to correct this bias when the observed time scale is large enough. When the time scale is small, however, the R= ~ S statistic introduc...

Predictability Analysis on HIV/AIDS System using Hurst Exponents

Methods of contemporary mathematical physics such as chaos theory are useful for analyzing and understanding the behavior of complex biological and physiological systems. The three dimensional model of HIV/AIDS is the basis of active research since it provides a complete characterization of disease dynamics and the interaction of HIV-1 with the immune system. In this work, the behavior of the H...

Statistical Methods for Non-Precise Data

Limit theorems for sums of non linear function of ARFIMA processes with random Hurst exponents and Gaussian innovations

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Hurst exponents for interacting random walkers obeying nonlinear Fokker–Planck equations