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Research article

First published 2005-5

Method for quantitative evaluation of stretched zone width using two-dimensional local Hurst exponent

K. Yamagiwa, M. Takanashi, S. Izumi [...]

Strength,Fracture and Complexity

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Research article

First published 2014-1

A Hurst exponent estimator based on autoregressive power spectrum estimation with order selection

Yen-Ching Chang, Li-Chun Lai, Liang-Hwa Chen [...]

Bio-Medical Materials and Engineering

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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 2023-1

An integrated condition monitoring scheme for health state identification of a multi-stage gearbox through Hurst exponent estimates

Vamsi Inturi, Sai Venkatesh Balaji, Praharshitha Gyanam [...]

Structural Health Monitoring

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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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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

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Research article

First published 2017-2

Examining Efficiencies of Indian ADRs and their Underlying Stocks

Aditi Singh, Madhumita Chakraborty

Global Business Review

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Research article

First published 2010-3

Rescaled range analysis of service load data

K J Rathanraj, A Srividya, A K Verma [...]

Proceedings of the Institution of Mechanical Engineers,Part D: Journal of Automobile Engineering

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Research article

First published 2024-9

Effect of colored noise on precursors of thermoacoustic instability in model gas turbine combustors

Neha Vishnoi, Vikrant Gupta, Aditya Saurabh [...]

International Journal of Spray and Combustion Dynamics

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Research article

First published 2025

Test of Random Walk Hypothesis in Indian Stock Market,and Verify Any Relationship Between Market Efficiency and Liquidity

Amitabh Satapathy

Global Business Review

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