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316536

Inverse-Gaussian Inputs and the Hurst Effect

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Last updated: 05 Jan 2025

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Abstract

In this paper the inverse-Gaussian distribution is investigated as a possible theoretical model to Hurst's empirical law. The achieved results show that this model is more consistent with Hurst's law than the normal and gamma distributions models investigated by Anis and Lloyd [2]. Moreover, the results of the normal distribution model follow as a special case from the present results.

DOI

10.21608/esju.1989.316536

Keywords

Consistency, Empirical Law, Gamma Distributions, Hurst Effect, Inverse-Gaussian Distribution, normal distribution, theoretical model

Authors

First Name

M.

Last Name

Gharib

MiddleName

-

Affiliation

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Orcid

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Volume

33

Article Issue

2

Related Issue

43395

Issue Date

1989-12-01

Receive Date

2023-09-07

Publish Date

1989-12-01

Page Start

187

Page End

198

Print ISSN

0542-1748

Online ISSN

2786-0086

Link

https://esju.journals.ekb.eg/article_316536.html

Detail API

https://esju.journals.ekb.eg/service?article_code=316536

Order

3

Type

Original Article

Type Code

1,914

Publication Type

Journal

Publication Title

The Egyptian Statistical Journal

Publication Link

https://esju.journals.ekb.eg/

MainTitle

Inverse-Gaussian Inputs and the Hurst Effect

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Article

Created At

28 Dec 2024