Articles with "distribution hurst" as a keyword



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Parameter estimates of alpha-stable distribution and Hurst coefficients

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Published in 2018 at "Journal of Environmental Engineering and Science"

DOI: 10.1680/jenes.17.00027

Abstract: This paper presents a comparison of six different methods of estimating parameters for alpha-stable distributions on simulated and real data. Subsequently, the paper numerically investigates the re... read more here.

Keywords: distribution hurst; alpha stable; hurst coefficients; parameter estimates ... See more keywords