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Research article

First published 2018-2

A new multifractional process with random exponent

Antoine Ayache, Céline Esser, Julien Hamonier

Risk and Decision Analysis

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Research article

First published 2021-7

Data-driven performance assessment of multivariable control loops using a modified Hurst exponent–based index

Maryam Khosroshahi, Javad Poshtan

Proceedings of the Institution of Mechanical Engineers,Part I: Journal of Systems and Control Engineering

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Other

First published 1999-05

Simulation-Based Power Estimation for Low-Power Designs: A Fractal Approach

Rajakrishnan Radjassamy, Jo Dale Carothers

SIMULATION

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Research article

First published 2018-2

An empirical study on using Hurst exponent estimation methods for pricing Call options by fractional Black–Scholes model

Soňa Kilianová, Boris Letko

Risk and Decision Analysis

Open access

Research article

First published 2014-11

An efficient estimator of Hurst exponent through an autoregressive model with an order selected by data induction

Yen-Ching Chang

Bio-Medical Materials and Engineering

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Research article

First published 2009-3

Estimation for Stochastic Differential Equations Driven by Mixed Fractional Brownian Motions

B. L. S. Prakasa Rao

Calcutta Statistical Association Bulletin

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Research article

First published 2024-5

Performance degradation assessment for mechanical system based on semi-analytical solution of self-similar stable distribution process

Qiang Li, Hongkun Li, Zhenhui Ma [...]

Structural Health Monitoring

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Research article

First published 2012-08

Functional Covariance Networks: Obtaining Resting-State Networks from Intersubject Variability

Paul A. Taylor, Suril Gohel, Xin Di [...]

Brain Connectivity

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Research article

First published 2020-04-30

Fuzzy pricing of binary option based on the long memory property of financial markets

Xuezhi Qin, Xianwei Lin, Qin Shang

Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology

Free access

Research article

First published 2008-1

Variability and Fractal Analysis of Middle Cerebral Artery Blood Flow Velocity and Arterial Blood Pressure in Subarachnoid Hemorrhage

Martin Soehle, Marek Czosnyka, Doris A Chatfield [...]

Journal of Cerebral Blood Flow & Metabolism

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