HURST EXPONENT ESTIMATES ON SMALL SAMPLES: THE SIMPLEST VERSION OF FEDER'S NON-LINEAR METHOD ERROR COMPENSATOR FOR MODELING ECONOMIC AND BIOMETRIC DATA
Background. Currently, the Hurst exponent is quite easily interpreted in relation to biometric, medical and economic data, but it is customary to evaluate it on large samples. The aim of the work is to eliminate the methodological error that occurs due to small samples of real data. Materials and me...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Penza State University Publishing House
2023-10-01
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| Series: | Надежность и качество сложных систем |
| Subjects: |