搜索页_+Hurst+index

设为首页

收藏本站

网站地图 | English | 公务邮箱

About the library

Background
History
Leadership
Organization

Readers' Guide

Opening Hours
Collections
Help Via Email

Publications

Electronic Information Resources

常用资源

GSW全文库(1)	馆藏书目(3)	CNKI会议论文(3)	CNKI期刊论文0611(12)
中国地质文献-英文(2)	院士团队服务(2)	CNKI学位论文(1870)	知网期刊论文(1369)

在“Elsevier电子期刊”中，命中：174条，耗时：0.0290144 秒

在所有数据库中总计命中：3,262条

1.A short note on a class of statistics for estimation of the Hurst index of fractional Brownian motion

作者：K. Kubilius^a ; ^{kestutis.kubilius@mii.vu.lt} ; V. Skorniakov^a ; ^b ; ^{viktor.skorniakov@mif.vu.lt}

关键词：Fractional Brownian motion ; Hurst index ; Consistent estimator ; Central limit theorem

刊名：Statistics & Probability Letters

出版年：2017

2.Global financial crisis and weak-form efficiency of Islamic sectoral stock markets: An MF-DFA analysis

作者：Walid Mensi^a ; ^b ; ^{walid.mensi@fsegt.rnu.tn} ; Aviral Kumar Tiwari^c ; ^d ; ^{aviral.eco@gmail.com} ; Seong-Min Yoon^e ; ^{smyoon@pusan.ac.kr}

关键词：MF-DFA ; Hurst exponent ; Efficiency ; Islamic stock market ; Sector index ; Global financial crisis

刊名：Physica A: Statistical Mechanics and its Applications

出版年：2017

3.On fractality and chaos in Moroccan family business stock returns and volatility

作者：Salim Lahmiri ^{slahmiri@esca.ma}

关键词：Fractality ; Chaos ; Family business ; Stock returns ; Volatility ; FIGARCH process ; Hurst exponent ; Largest Lyapunov exponent

刊名：Physica A: Statistical Mechanics and its Applications

出版年：2017

4.On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion

作者：K. Kubilius^a ; ^{kestutis.kubilius@mii.vu.lt" class="auth_mail" title="E-mail the corresponding author} ; V. Skorniakov^b ; ^{viktor.skorniakov@mif.vu.lt" class="auth_mail" title="E-mail the corresponding author}

关键词：Fractional Brownian motion ; Stochastic differential equation ; Hurst index

刊名：Statistics & Probability Letters

出版年：2016

5.Fractional randomness

作者：Charles S. Tapiero^a ; ^{cst262@nyu.edu" class="auth_mail" title="E-mail the corresponding author} ; Pierre Vallois^b

关键词：Fractional calculus ; Randomness ; Modeling ; Finance ; Statistics ; Hurst index

刊名：Physica A: Statistical Mechanics and its Applications

出版年：2016

6.Temporal-spatial variations and developing trends of Chlorophyll-a in the Bohai Sea, China

作者：Yanzhao Fu ; Shiguo Xu ; ^{sgxu@dlut.edu.cn" class="auth_mail" title="E-mail the corresponding author} ; Jianwei Liu

关键词：Chlorophyll-a ; MODIS ; Mann&ndash ; Kendall ; Hurst index ; Bohai Sea

刊名：Estuarine, Coastal and Shelf Science

出版年：2016

7.Trend and fractality assessment of Mexico’s stock exchange

作者：Javier Morales^a ; ^{tequilaydiamante@yahoo.com.mx" class="auth_mail" title="E-mail the corresponding author} ; Ví ; ctor Tercero^b ; ^{victor.tercero@itesm.mx" class="auth_mail" title="E-mail the corresponding author} ; José ; -Fernando Camacho-Vallejo^a ; ^{jose.camachovl@uanl.edu.mx" class="auth_mail" title="E-mail the corresponding author} ; Alvaro E. Cordero^a ; ^{lalo.cordero@gmail.com" class="auth_mail" title="E-mail the corresponding author} ; Luis E. Ló ; pez Nerio^a ; ^{nerioluisnerio@gmail.com" class="auth_mail" title="E-mail the corresponding author} ; F-Javier Almaguer ; ^a ; ^{francisco.almaguermrt@uanl.edu.mx" class="auth_mail" title="E-mail the corresponding author} ; ^{almagerjavier@gmail.com" class="auth_mail" title="E-mail the corresponding author}

关键词：Financial time series ; Kernel density estimation ; Empirical autocorrelation function ; R/S analysis ; Hurst exponent ; Power law

刊名：Applied Mathematics and Computation

出版年：2016

8.Automatic detection of absence seizures with compressive sensing EEG

作者：Ke Zeng^a ; ^bAuthor Vitae ; Jiaqing Yan^cAuthor Vitae ; Yinghua Wang^a ; ^bAuthor Vitae ; Attila Sik^dAuthor Vitae ; Gaoxiang Ouyang^a ; ^b ; ^{ouyang@bnu.edu.cn" class="auth_mail" title="E-mail the corresponding author}Author Vitae ; Xiaoli Li^a ; ^bAuthor Vitae

关键词：EEG ; Absence seizure ; Compressive sensing ; Permutation entropy ; Classification

刊名：Neurocomputing

出版年：2016

9.Nonlinear characteristics of acoustic emissions during the deformation and fracture of sandstone subjected to thermal treatment

作者：Biao Kong^a ; ^b ; Enyuan Wang^a ; ^b ; ^{weytop@263.net" class="auth_mail" title="E-mail the corresponding author} ; Zenghua Li^a ; ^b ; Xiaoran Wang^a ; ^b ; Liang Chen^a ; ^b ; Xiangguo Kong^a ; ^b

关键词：Sandstone ; Thermal damage ; Acoustic emission ; R/S statistics analyze ; Multi-fractal characteristics

刊名：International Journal of Rock Mechanics and Mining Sciences

出版年：2016

10.Comparative Analyses of Stock Returns Properties and Predictability

作者：Anthony Joseph^a ; ^{ajoseph2@pace.edu" class="auth_mail" title="E-mail the corresponding author} ; Claude Turner^b ; Rolston Jeremiah^c

关键词：Stock Returns ; Forecasting ; Power Spectral Density Estimate ; Spectrogram ; Stock Price Indices ; Interest Rate ; Corporate Earnings

刊名：Procedia Computer Science

出版年：2016

按检索点细分(174)

题名(11)

关键词(21)

文摘(126)

按出版年细分(174)

2027年及以后(7)

2017年(3)

2016年(8)

2015年(2)

2013年(16)

2012年(15)

2011年(15)

2010年(16)

2009年(15)

2008年(18)

2007年(12)

2006年(8)

2005年(8)

2004年(9)

2003年(5)

2002年(1)

2001年(2)

2000年(4)

2000年及以前(10)