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SOTA Hurst estimation benchmarks and papers with code | Wizwand
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Hurst estimation
Benchmarks
Dataset Name
SOTA Method
Dataset Name
SOTA Method
Metric
Trend
Results
Last Updated
rHeston (test)
SigMA
RMSE
0.0071
20
1mo ago
fOU (test)
SigMA
RMSE
0.0161
20
1mo ago
fBm (test)
SigMA
RMSE
0.0068
20
1mo ago
Battery capacity proportion series
R/S
H-Estimate
0.9598
7
1mo ago
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