Search Results - subject:"Box counting method"

Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the hurst coefficient

Hall, Peter; Härdle, Wolfgang; Kleinow, Torsten; … - 1999

A major application of rescaled adjusted range analysis (RS analysis) is the study of price fluctuations in financial markets. There, the value of the Hurst constant, H, in a time series may be interpreted as an indicator of the irregularity of the price of a commodity, currency or similar...

Persistent link: https://www.econbiz.de/10010310063

Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the hurst coefficient

Hall, Peter; Härdle, Wolfgang; Kleinow, Torsten; … - Sonderforschungsbereich 373, Quantifikation und … - 1999

Persistent link: https://www.econbiz.de/10010983426

Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient

Hall, Peter; Härdle, Wolfgang; Kleinow, Torsten; … - In: Statistical Inference for Stochastic Processes 3 (2000) 3, pp. 263-276

Persistent link: https://www.econbiz.de/10005184571

A note on fractal sets and the measurement of fractal dimension

Sandau, Konrad - In: Physica A: Statistical Mechanics and its Applications 233 (1996) 1, pp. 1-18

fractal dimension. An often-used method to empirically compute the fractal dimension of a set E is the box-counting method … new method, which is called extended box-counting method, to estimate fractal dimension or to measure complexity of an …

Persistent link: https://www.econbiz.de/10010586655