Construct · 1 fields · 1 citations

Hurst exponent: a standalone construct

One name. One construct. A landmark on the map.

● anchor · a standalone construct Nearest construct by meaning·not indexed

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Complexity science

a measure of long-range memory in a time series, showing whether highs tend to follow highs over long spans.

In complexity science, Hurst exponent refers to a measure of long-range memory in a time series, showing whether highs tend to follow highs over long spans. This meaning comes from Mandelbrot (1969) in Water Resources Research.[1]

Unit
Recovery means
Measured by

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Nearby constructs

complexity4 fields · 7 citationsjingle · one word, four constructs follow1 fields · 1 citationsanchor · a standalone construct measure2 fields · 4 citationsjingle · one word, two constructs

References

Mandelbrot, B. B., & Wallis, J. R. (1969). Robustness of the rescaled range R/S in the measurement of noncyclic long run statistical dependence. Water Resources Research, 5(5), 967-988. https://doi.org/10.1029/wr005i005p00967

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