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• W26397136 abstract "Chapter 3 deals with the constant-order fractional processes and the Hurst parameter estimators evaluation. A fractional process with a constant long memory parameter can be regarded as the output signal of a fractional-order system driven by white Gaussian noise. Typical constant-order fractional processes including fractional Brownian motion, fractional Gaussian noise, fractional stable motion, and fractional stable noise. A constant-order fractional process can be characterized by its long memory parameter H, the Hurst parameter or Hurst exponent. In this chapter, long-range dependent processes and Hurst parameter estimators are introduced. Furthermore, the robustness and the accuracy of twelve Hurst parameter estimators are extensively studied." @default.
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• W26397136 date "2012-01-01" @default.
• W26397136 modified "2023-09-27" @default.
• W26397136 title "Constant-Order Fractional Processes" @default.
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• W26397136 doi "https://doi.org/10.1007/978-1-4471-2233-3_3" @default.
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