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Volumn 22, Issue 4, 1994, Pages 432-444

Evaluating rescaled range analysis for time series

Author keywords

Filtering; Fractal analysis; Fractal dimension; Hurst coefficient; Memory in noisy signals; Signal analysis; Smoothing; Spatial correlation; Temporal correlation

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; FLOW OF WATER; FRACTALS; MATHEMATICAL MODELS; SIGNAL FILTERING AND PREDICTION; SPURIOUS SIGNAL NOISE; TIME SERIES ANALYSIS;

EID: 0028168686     PISSN: 00906964     EISSN: 15739686     Source Type: Journal    
DOI: 10.1007/BF02368250     Document Type: Article
Times cited : (163)

References (24)
  • 1
    • 0017295261 scopus 로고
    • The expected value of the adjusted rescaled Hurst range of independent normal summands
    • (1976) Biometrika , vol.63 , pp. 111-116
    • Anis, A.A.1    Lloyd, E.H.2
  • 21
    • 0001620303 scopus 로고
    • Lévy's Brownian motion as a setindexed process and a related central limit theorem. Stochast
    • (1985) Proc. Appl. , vol.21 , pp. 133-145
    • Ossiander, M.1    Pyke, R.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.