Generalized Hurst Hypothesis: Description of Time-Series in Communication Systems
In this paper, we focus on the generalization of the Hurst empirical law and suggest a set of reduced parameters for quantitative description of long-time series. These series are usually considered as a specific response of a complex system (economic, geophysical, electromagnetic and other systems)...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-02-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/9/4/381 |