An entropy-based estimator of the Hurst exponent in fractional Brownian motion

Fractional Brownian Motions, Fractional Noises and Applications

Benoît B. Mandelbrot, John W. Van Ness · SIAM Review · 1968 · 7.7K citations

Natural Sciences, Economics, Mathematics +9

Long-Term Storage Capacity of Reservoirs

H. E. Hurst · Transactions of the American Society of Civil Engineers · 1951 · 6.2K citations

Engineering, Hydrology, Petroleum Engineering +15

Long-Term Memory in Stock Market Prices

Andrew W. Lo · Econometrica · 1991 · 1.7K citations · Full text

Social Sciences, Economics, Finance +17

Spatiotemporal Dependency of Age-Related Changes in Brain Signal Variability

Anthony R. McIntosh, Vasily A. Vakorin, Nataša Žunić Kovačević et al. · Cerebral Cortex · 2013 · 218 citations

Life Sciences, Neuroscience, Aging +16

A comprehensive classification of complex statistical systems and an axiomatic derivation of their entropy and distribution functions

Rudolf Hanel, Stefan Thurner · Europhysics Letters (EPL) · 2011 · 184 citations

Natural Sciences, Mathematics, Physics +17