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Hurst estimation on fOU (test)

0.0161RMSE

SigMA

0.0129320.0343160.05570.077084Dec 17, 2025
Updated 4d ago

Evaluation Results

MethodLinks
2025.12
0.0161
2025.12
0.0203
2025.12
0.0228
2025.12
0.0251
2025.12
0.0282
2025.12
0.0296
2025.12
0.0301
2025.12
0.0319
2025.12
0.0346
2025.12
0.0351
2025.12
0.0385
2025.12
0.0401
2025.12
0.0405
2025.12
0.043
2025.12
0.0469
2025.12
0.0893
2025.12
0.0922
2025.12
0.0922
2025.12
0.0924
2025.12
0.0953