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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
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Results
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rHeston (test)
SigMA
RMSE
0.0071
20
4d ago
fOU (test)
SigMA
RMSE
0.0161
20
4d ago
fBm (test)
SigMA
RMSE
0.0068
20
4d ago
Battery capacity proportion series
R/S
H-Estimate
0.9598
7
4d ago
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