Bias and fluctuation of estimated scaling exponents by means of cBEDE and BEDE.
- Xue Pan (680146)
- Lei Hou (274359)
- Mutua Stephen (680147)
- Huijie Yang (680148)
- Chenping Zhu (680149)
Publication date
December 2014
DOIAbstract
<p>For each Hurst exponent, statistical average and fluctuation are obtained over an ensemble of independent realizations with length . (a)–(b) SCMA and lSCMA de-trending procedures are employed, respectively. For SCMA de-trending procedure, cBEDE can evaluate scaling exponents with small bias () and standard deviation ().</p
Add to ORKG