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You searched for subject:(Hurst parameter). Showing records 1 – 11 of 11 total matches.

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University of Pretoria

1. [No author]. The Hurst parameter and option pricing with fractional Brownian motion .

Degree: 2013, University of Pretoria

 In the mathematical modeling of the classical option pricing models it is assumed that the underlying stock price process follows a geometric Brownian motion, but… (more)

Subjects/Keywords: Fractional brownian motion; Option pricing; Hurst parameter; UCTD

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

author], [. (2013). The Hurst parameter and option pricing with fractional Brownian motion . (Masters Thesis). University of Pretoria. Retrieved from http://upetd.up.ac.za/thesis/available/etd-02012013-134807/

Chicago Manual of Style (16th Edition):

author], [No. “The Hurst parameter and option pricing with fractional Brownian motion .” 2013. Masters Thesis, University of Pretoria. Accessed January 23, 2021. http://upetd.up.ac.za/thesis/available/etd-02012013-134807/.

MLA Handbook (7th Edition):

author], [No. “The Hurst parameter and option pricing with fractional Brownian motion .” 2013. Web. 23 Jan 2021.

Vancouver:

author] [. The Hurst parameter and option pricing with fractional Brownian motion . [Internet] [Masters thesis]. University of Pretoria; 2013. [cited 2021 Jan 23]. Available from: http://upetd.up.ac.za/thesis/available/etd-02012013-134807/.

Council of Science Editors:

author] [. The Hurst parameter and option pricing with fractional Brownian motion . [Masters Thesis]. University of Pretoria; 2013. Available from: http://upetd.up.ac.za/thesis/available/etd-02012013-134807/


University of Toronto

2. Wang, Ruoqiu. Self-similar Based Time Series Analysis and Prediction.

Degree: 2014, University of Toronto

Fractals have been observed in many natural phenomena, and self-similarity is the most important statistical property of fractals. In the literature, the concepts of self-similarity… (more)

Subjects/Keywords: Fractals; Hurst parameter; LRD; Prediction; Self-similar; 0463

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APA (6th Edition):

Wang, R. (2014). Self-similar Based Time Series Analysis and Prediction. (Masters Thesis). University of Toronto. Retrieved from http://hdl.handle.net/1807/67917

Chicago Manual of Style (16th Edition):

Wang, Ruoqiu. “Self-similar Based Time Series Analysis and Prediction.” 2014. Masters Thesis, University of Toronto. Accessed January 23, 2021. http://hdl.handle.net/1807/67917.

MLA Handbook (7th Edition):

Wang, Ruoqiu. “Self-similar Based Time Series Analysis and Prediction.” 2014. Web. 23 Jan 2021.

Vancouver:

Wang R. Self-similar Based Time Series Analysis and Prediction. [Internet] [Masters thesis]. University of Toronto; 2014. [cited 2021 Jan 23]. Available from: http://hdl.handle.net/1807/67917.

Council of Science Editors:

Wang R. Self-similar Based Time Series Analysis and Prediction. [Masters Thesis]. University of Toronto; 2014. Available from: http://hdl.handle.net/1807/67917


University of Pretoria

3. Ostaszewicz, Anna Julia. The Hurst parameter and option pricing with fractional Brownian motion.

Degree: Mathematics and Applied Mathematics, 2012, University of Pretoria

 In the mathematical modeling of the classical option pricing models it is assumed that the underlying stock price process follows a geometric Brownian motion, but… (more)

Subjects/Keywords: Fractional brownian motion; Option pricing; Hurst parameter; UCTD

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APA (6th Edition):

Ostaszewicz, A. (2012). The Hurst parameter and option pricing with fractional Brownian motion. (Masters Thesis). University of Pretoria. Retrieved from http://hdl.handle.net/2263/26521

Chicago Manual of Style (16th Edition):

Ostaszewicz, Anna. “The Hurst parameter and option pricing with fractional Brownian motion.” 2012. Masters Thesis, University of Pretoria. Accessed January 23, 2021. http://hdl.handle.net/2263/26521.

MLA Handbook (7th Edition):

Ostaszewicz, Anna. “The Hurst parameter and option pricing with fractional Brownian motion.” 2012. Web. 23 Jan 2021.

Vancouver:

Ostaszewicz A. The Hurst parameter and option pricing with fractional Brownian motion. [Internet] [Masters thesis]. University of Pretoria; 2012. [cited 2021 Jan 23]. Available from: http://hdl.handle.net/2263/26521.

Council of Science Editors:

Ostaszewicz A. The Hurst parameter and option pricing with fractional Brownian motion. [Masters Thesis]. University of Pretoria; 2012. Available from: http://hdl.handle.net/2263/26521


Univerzitet u Beogradu

4. Zeković, Amela Z. 1983-. Fraktalna i multifraktalna karakterizacija 3D video formata.

Degree: Elektrotehnički fakultet, 2016, Univerzitet u Beogradu

Elektrotehnicko inženjerstvo -Telekomunikacije / Electrical Engineering - Telecommunications

Trodimenzionalni (3D) video sadržaj postaje sve prisutniji u saobracaju žicanih i bežicnih mreža. Kako 3D video karakteriše… (more)

Subjects/Keywords: 3D video; burstiness; Hurst parameter; inverse multifractal analysis; complex systems; multifractal spectrum; multiview coding; self-similarity; video transport; video trace

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APA (6th Edition):

Zeković, A. Z. 1. (2016). Fraktalna i multifraktalna karakterizacija 3D video formata. (Thesis). Univerzitet u Beogradu. Retrieved from https://fedorabg.bg.ac.rs/fedora/get/o:11416/bdef:Content/get

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Zeković, Amela Z 1983-. “Fraktalna i multifraktalna karakterizacija 3D video formata.” 2016. Thesis, Univerzitet u Beogradu. Accessed January 23, 2021. https://fedorabg.bg.ac.rs/fedora/get/o:11416/bdef:Content/get.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Zeković, Amela Z 1983-. “Fraktalna i multifraktalna karakterizacija 3D video formata.” 2016. Web. 23 Jan 2021.

Vancouver:

Zeković AZ1. Fraktalna i multifraktalna karakterizacija 3D video formata. [Internet] [Thesis]. Univerzitet u Beogradu; 2016. [cited 2021 Jan 23]. Available from: https://fedorabg.bg.ac.rs/fedora/get/o:11416/bdef:Content/get.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Zeković AZ1. Fraktalna i multifraktalna karakterizacija 3D video formata. [Thesis]. Univerzitet u Beogradu; 2016. Available from: https://fedorabg.bg.ac.rs/fedora/get/o:11416/bdef:Content/get

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

5. Fhima, Mehdi. Détection de ruptures et mouvement Brownien multifractionnaire : Change Point Detection and multifractional Brownian motion.

Degree: Docteur es, Mathématiques Appliquées, 2011, Université Blaise-Pascale, Clermont-Ferrand II

Dans cette thèse, nous développons une nouvelle méthode de détection de ruptures "Off-line", appelée Dérivée Filtrée avec p-value, sur des paramètres d'une suite de variables… (more)

Subjects/Keywords: Dérivée Filtrée avec p-value; Détection de ruptures "Off-line"; Mouvement Brownien multifractionnaire; Paramètre de Hurst; Increment Ratio Statistic; Increment Zero-Crossing Statistic; Filtered Derivative with p-Value; "Off-line" detection of change points; Multifractional Brownian motion; Hurst parameter; Increment Ratio Statistic; Increment Zero-Crossing Statistic

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Fhima, M. (2011). Détection de ruptures et mouvement Brownien multifractionnaire : Change Point Detection and multifractional Brownian motion. (Doctoral Dissertation). Université Blaise-Pascale, Clermont-Ferrand II. Retrieved from http://www.theses.fr/2011CLF22197

Chicago Manual of Style (16th Edition):

Fhima, Mehdi. “Détection de ruptures et mouvement Brownien multifractionnaire : Change Point Detection and multifractional Brownian motion.” 2011. Doctoral Dissertation, Université Blaise-Pascale, Clermont-Ferrand II. Accessed January 23, 2021. http://www.theses.fr/2011CLF22197.

MLA Handbook (7th Edition):

Fhima, Mehdi. “Détection de ruptures et mouvement Brownien multifractionnaire : Change Point Detection and multifractional Brownian motion.” 2011. Web. 23 Jan 2021.

Vancouver:

Fhima M. Détection de ruptures et mouvement Brownien multifractionnaire : Change Point Detection and multifractional Brownian motion. [Internet] [Doctoral dissertation]. Université Blaise-Pascale, Clermont-Ferrand II; 2011. [cited 2021 Jan 23]. Available from: http://www.theses.fr/2011CLF22197.

Council of Science Editors:

Fhima M. Détection de ruptures et mouvement Brownien multifractionnaire : Change Point Detection and multifractional Brownian motion. [Doctoral Dissertation]. Université Blaise-Pascale, Clermont-Ferrand II; 2011. Available from: http://www.theses.fr/2011CLF22197

6. Beirão, Fábio Duarte. Netodyssey: a framework for real-time windowed analysis of network traffic.

Degree: 2010, RCAAP

Traffic monitoring and analysis is of critical importance for managing and designing modern computer networks, and constitutes nowadays a very active research field. In most… (more)

Subjects/Keywords: Analysis of traffic behaviour; Auto-correlation estimator; Average and standard deviation; Entropy estimator; Hurst parameter; Modular approach; Random capture generator; Real time analysis; Statistical traffic analysis; Network traffic

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Beirão, F. D. (2010). Netodyssey: a framework for real-time windowed analysis of network traffic. (Thesis). RCAAP. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:ubibliorum.ubi.pt:10400.6/3718

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Beirão, Fábio Duarte. “Netodyssey: a framework for real-time windowed analysis of network traffic.” 2010. Thesis, RCAAP. Accessed January 23, 2021. http://www.rcaap.pt/detail.jsp?id=oai:ubibliorum.ubi.pt:10400.6/3718.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Beirão, Fábio Duarte. “Netodyssey: a framework for real-time windowed analysis of network traffic.” 2010. Web. 23 Jan 2021.

Vancouver:

Beirão FD. Netodyssey: a framework for real-time windowed analysis of network traffic. [Internet] [Thesis]. RCAAP; 2010. [cited 2021 Jan 23]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:ubibliorum.ubi.pt:10400.6/3718.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Beirão FD. Netodyssey: a framework for real-time windowed analysis of network traffic. [Thesis]. RCAAP; 2010. Available from: http://www.rcaap.pt/detail.jsp?id=oai:ubibliorum.ubi.pt:10400.6/3718

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Louisiana State University

7. Piron, Phat. Transform techniques and non-stationarity with an emphasis on network applications.

Degree: MSEE, Electrical and Computer Engineering, 2005, Louisiana State University

 The recent years brought a phenomenal development of Internet. It is, therefore, important to find some ways to improve the performances. The first step in… (more)

Subjects/Keywords: wavelets; Hurst parameter; self-similarity; long-range dependence; non-stationarity; traffic

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APA (6th Edition):

Piron, P. (2005). Transform techniques and non-stationarity with an emphasis on network applications. (Masters Thesis). Louisiana State University. Retrieved from etd-04072005-115036 ; https://digitalcommons.lsu.edu/gradschool_theses/1996

Chicago Manual of Style (16th Edition):

Piron, Phat. “Transform techniques and non-stationarity with an emphasis on network applications.” 2005. Masters Thesis, Louisiana State University. Accessed January 23, 2021. etd-04072005-115036 ; https://digitalcommons.lsu.edu/gradschool_theses/1996.

MLA Handbook (7th Edition):

Piron, Phat. “Transform techniques and non-stationarity with an emphasis on network applications.” 2005. Web. 23 Jan 2021.

Vancouver:

Piron P. Transform techniques and non-stationarity with an emphasis on network applications. [Internet] [Masters thesis]. Louisiana State University; 2005. [cited 2021 Jan 23]. Available from: etd-04072005-115036 ; https://digitalcommons.lsu.edu/gradschool_theses/1996.

Council of Science Editors:

Piron P. Transform techniques and non-stationarity with an emphasis on network applications. [Masters Thesis]. Louisiana State University; 2005. Available from: etd-04072005-115036 ; https://digitalcommons.lsu.edu/gradschool_theses/1996

8. Rabiei, Hamed. Spectral analysis of the cerebral cortex complexity : Analyse spectrale de la complexité du cortex cérébral.

Degree: Docteur es, Mathématiques et informatique. Mathématiques, 2017, Aix Marseille Université

La complexité de la forme de la surface est une caractéristique morphologique des surfaces pliées. Dans cette thèse, nous visons à développer des méthodes spectrales… (more)

Subjects/Keywords: Géométrie computationnelle; Analyse des formes; Traitement des mailles; Complexité de la forme de la surface; Analyse spectrale; Transformée de Fourier au virage; Indice de gyrification; Surface brownienne fractionnée; Paramètre Hurst; Corps cérébral; Computational geometry; Shape analysis; Mesh processing; Surface shape complexity; Spectral analysis; Windowed Fourier transform; Gyrification index; Fractional Brownian surface; Hurst parameter; Cerebral cortex

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APA (6th Edition):

Rabiei, H. (2017). Spectral analysis of the cerebral cortex complexity : Analyse spectrale de la complexité du cortex cérébral. (Doctoral Dissertation). Aix Marseille Université. Retrieved from http://www.theses.fr/2017AIXM0289

Chicago Manual of Style (16th Edition):

Rabiei, Hamed. “Spectral analysis of the cerebral cortex complexity : Analyse spectrale de la complexité du cortex cérébral.” 2017. Doctoral Dissertation, Aix Marseille Université. Accessed January 23, 2021. http://www.theses.fr/2017AIXM0289.

MLA Handbook (7th Edition):

Rabiei, Hamed. “Spectral analysis of the cerebral cortex complexity : Analyse spectrale de la complexité du cortex cérébral.” 2017. Web. 23 Jan 2021.

Vancouver:

Rabiei H. Spectral analysis of the cerebral cortex complexity : Analyse spectrale de la complexité du cortex cérébral. [Internet] [Doctoral dissertation]. Aix Marseille Université 2017. [cited 2021 Jan 23]. Available from: http://www.theses.fr/2017AIXM0289.

Council of Science Editors:

Rabiei H. Spectral analysis of the cerebral cortex complexity : Analyse spectrale de la complexité du cortex cérébral. [Doctoral Dissertation]. Aix Marseille Université 2017. Available from: http://www.theses.fr/2017AIXM0289


NSYSU

9. Guo, Chin-yuan. Studies in the electrocardiogram monitoring indices.

Degree: Master, Applied Mathematics, 2004, NSYSU

 An recent finding shows that heart rate data possess self-similar property, which is characterized by a parameter H, as well as a long range dependent… (more)

Subjects/Keywords: RR-interval; I(d)-Process EWRMS control chart; I(d)-Process EWMA control chart; GARCH model; Hurst parameter

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APA (6th Edition):

Guo, C. (2004). Studies in the electrocardiogram monitoring indices. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0716104-123628

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Guo, Chin-yuan. “Studies in the electrocardiogram monitoring indices.” 2004. Thesis, NSYSU. Accessed January 23, 2021. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0716104-123628.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Guo, Chin-yuan. “Studies in the electrocardiogram monitoring indices.” 2004. Web. 23 Jan 2021.

Vancouver:

Guo C. Studies in the electrocardiogram monitoring indices. [Internet] [Thesis]. NSYSU; 2004. [cited 2021 Jan 23]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0716104-123628.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Guo C. Studies in the electrocardiogram monitoring indices. [Thesis]. NSYSU; 2004. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0716104-123628

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Virginia Tech

10. Edwards, Samuel Zachary. Forecasting Highly-Aggregate Internet Time Series Using Wavelet Techniques.

Degree: MS, Electrical and Computer Engineering, 2006, Virginia Tech

 The U.S. Coast Guard maintains a network structure to connect its nation-wide assets. This paper analyzes and models four highly aggregate traces of the traffic… (more)

Subjects/Keywords: Long-range Dependence; Self-Similarity; Short-range Dependence; Hurst parameter; Time Series Analysis; Fractals; Wavelets; Forecast

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Edwards, S. Z. (2006). Forecasting Highly-Aggregate Internet Time Series Using Wavelet Techniques. (Masters Thesis). Virginia Tech. Retrieved from http://hdl.handle.net/10919/33223

Chicago Manual of Style (16th Edition):

Edwards, Samuel Zachary. “Forecasting Highly-Aggregate Internet Time Series Using Wavelet Techniques.” 2006. Masters Thesis, Virginia Tech. Accessed January 23, 2021. http://hdl.handle.net/10919/33223.

MLA Handbook (7th Edition):

Edwards, Samuel Zachary. “Forecasting Highly-Aggregate Internet Time Series Using Wavelet Techniques.” 2006. Web. 23 Jan 2021.

Vancouver:

Edwards SZ. Forecasting Highly-Aggregate Internet Time Series Using Wavelet Techniques. [Internet] [Masters thesis]. Virginia Tech; 2006. [cited 2021 Jan 23]. Available from: http://hdl.handle.net/10919/33223.

Council of Science Editors:

Edwards SZ. Forecasting Highly-Aggregate Internet Time Series Using Wavelet Techniques. [Masters Thesis]. Virginia Tech; 2006. Available from: http://hdl.handle.net/10919/33223


NSYSU

11. Chiang, Pei-Jung. A Study on the Estimation of the Parameter and Goodness of Fit Test for the Self-similar Process.

Degree: Master, Applied Mathematics, 2006, NSYSU

 Recently there have been reports that certain physiological data seem to have the properties of long-range correlation and self-similarity. These two properties can be characterized… (more)

Subjects/Keywords: Embedded Branching Process (EBP); R/S method; Hurst parameter; self-similar process; Detrended Fluctuation Analysis (DFA); Fractional ARIMA (FARIMA); Fractional Brownian Motion (FBM); I(d) process

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Chiang, P. (2006). A Study on the Estimation of the Parameter and Goodness of Fit Test for the Self-similar Process. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0705106-152417

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chiang, Pei-Jung. “A Study on the Estimation of the Parameter and Goodness of Fit Test for the Self-similar Process.” 2006. Thesis, NSYSU. Accessed January 23, 2021. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0705106-152417.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chiang, Pei-Jung. “A Study on the Estimation of the Parameter and Goodness of Fit Test for the Self-similar Process.” 2006. Web. 23 Jan 2021.

Vancouver:

Chiang P. A Study on the Estimation of the Parameter and Goodness of Fit Test for the Self-similar Process. [Internet] [Thesis]. NSYSU; 2006. [cited 2021 Jan 23]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0705106-152417.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chiang P. A Study on the Estimation of the Parameter and Goodness of Fit Test for the Self-similar Process. [Thesis]. NSYSU; 2006. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0705106-152417

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

.