171,999 research outputs found
Robust estimation of the Hurst parameter and selection of an onset scaling.
No full textWe consider the problem of estimating the Hurst parameter for long-range dependent processes using wavelets. Wavelet techniques have been shown to effectively exploit the asymptotic linear relationship that forms the basis of constructing an estimator. However, it has been noticed that the commonly adopted standard wavelet estimator is vulnerable to various non-stationary phenomena that increasingly occur in practice, and thus leads to unreliable results. In this paper, we propose a new wavelet method for estimating the Hurst parameter that is robust to such non-stationarities as peaks, valleys, and trends. We point out that the new estimator arises as a simple alternative to the standard estimator and does not require an additional correction term that is subject to distributional assumptions. Additionally, we address the issue of selecting scales for the wavelet estimator, which is critical to properly exploiting the asymptotic relationship. We propose a new method based on standard regression diagnostic tools, which is easy to implement, and useful for providing informative goodness-of-fit measures. Several simulated examples are used for illustration and comparison. The proposed method is also applied to the estimation of the Hurst parameter of Internet traffic packet counts data
Vernon Hurst
No full textVernon Hurst is pictured his school year at Roosevelt High School. He is the son of Howard J. and Hattie Hurst. He married Beth Larue Vanvalkeburg in 1947
Letter from J. L. Faulcon to Mrs. Gertrude Hurst
No full textLetter from J. L. Faulcon to Mrs. Gertrude Hurst, concerning planned NFA and NHA visit to Hammocks Beach
Virginia Hurst
No full textVirginia Hurst is pictured her school year at Roosevelt Elementary. She is the daughter of Howard J. and Hattie Hurst. She married Norval Boyce Simonsen. She was born May 4, 1932 and died January 114, 1999
Eldon Hurst
No full textEldon William Hurst is pictured his school year at Roosevelt Elementary. He is the son of Howard J. and Hattie Hurst. He married Lucille Marie Robbins. He was born August 23, 1935 and died February 20, 2021
Elmer Hurst, Utah Uranium Oral History Project
No full textTranscript (42 pages) of an interview by Kathy Biel with Elmer Hurst, on July 28, 1970. From tape number 12 in the Uranium History SeriesHurst was interviewed by Kathy Biel and Dorothy Erick in Blanding, Utah. Subjects: personal background, mining experience, contracting business, radon levels, Navajo employees and problems, tribal council, superstitions, wages, Navajo leadership, uranium royalties (42 pages)
Communicating through scents: an interview with Jane Hurst
No full textJane Hurst is a William Prescott Professor of Animal Science at the University of Liverpool, UK, studying scent communication in mammals and its role in behaviours. In this interview, Jane discusses how scents encode complex information in rodents, driving behaviours such as kinship interactions and choosing a mate, how understanding natural behaviours of animals can inform experimental designs, and what is the connection between Jane Austin and pheromones
Hurst Thygerson, Ferron and Gooseberry Camps, CCC 959 baseball team portrait
No full textImage shows a photograph of the CCC baseball team from the Ferron Camp, Company 959.Hurst Thygerson, the donor of this photo, was enrolled in the CCC from 1935 to 1939 with the Ferron and Gooseberry (Fairview) Camps. Both camps worked in conjunction with the U. S. Forest Service (F)
Michael Hurst, Winston Hurst, Cathy Hurst, Grant Hurst, Heather Hurst, and Bessie Tree
No full textBlack and white photograph of Hurst family, mostly likely on Blue Mountain. left to right: Michael Hurst, Winston Hurst, his wife Cathy Hurst, Grant Hurst, Heather Hurst, Bessie Tree (foster daughter)
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