Hurst Exponent has been widely used in different fields as a measure of long range
dependence in time series. It has been studied in hydrology and geophysics, economics …

In this study we propose a Bayesian approach to the estimation of the Hurst exponent in
terms of linear mixed models. Even for unevenly sampled signals and signals with gaps, our …

Valve stiction is the most common root of oscillation faults in process control systems, and it
can cause the severe deterioration of control performance and system instability, ultimately …

In this paper, while examining the factorical effects of COVID-19 on different layers of capital
market and economy, we examine market efficiency during Corona virus pandemic, as well …

Understanding core statistical properties and data features in mortality data are fundamental
to the development of machine learning methods for demographic and actuarial applications …

The hydrological regime is the main factor governing the functioning of floodplain rivers. A
full comprehension of its dynamic leads to a better understanding of the system's behaviour …

Hydrological time series are sometimes found to have a distinctive behavior known as long-
term persistence, in which subsequent values depend on each other even under very large …

The aim of this paper is to estimate the Hurst parameter of Fractional Gaussian Noise (FGN)
using Bayesian inference. We propose an estimation technique that takes into account the …

This paper studies the effect of the economic crisis in the unemployment of Greece
compared with the unemployment of EU17 (countries that have adopted the Euro as their …

Volatility indices are fundamental in the study of stock markets. In this paper, we analyzed
the classical statistical characteristics of the main volatility index of the European stock …