Optimizing a Bayesian Method for Estimating the Hurst Exponent in Behavioral Sciences

The Bayesian Hurst–Kolmogorov (HK) method estimates the Hurst exponent of a time series more accurately than the age-old Detrended Fluctuation Analysis (DFA), especially when the time series is short. However, this advantage comes at the cost of computation time. The computation time increases expon...

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Bibliographic Details
Main Authors: Madhur Mangalam, Taylor J. Wilson, Joel H. Sommerfeld, Aaron D. Likens
Format: Article
Language:English
Published: MDPI AG 2025-05-01
Series:Axioms
Subjects:
Online Access:https://www.mdpi.com/2075-1680/14/6/421
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