Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A comparison of Hurst exponent estimators in long-range dependent curve
  time series   The Hurst exponent is the simplest numerical summary of self-similar
long-range dependent stochastic processes. We consider the estimation of Hurst
exponent in long-range dependent curve time series. Our estimation method
begins by constructing an estimate of the long-run covariance function, which
we use, via dynamic functional principal component analysis, in estimating the
orthonormal functions spanning the dominant sub-space of functional time
series. Within the context of functional autoregressive fractionally integrated
moving average models, we compare finite-sample bias, variance and mean square
error among some time- and frequency-domain Hurst exponent estimators and make
our recommendations.

0
The categories of this paper are: hep-ph
27
The categories of this paper are: comp-gas
25
The categories of this paper are: patt-sol
9
The categories of this paper are: nlin
13
The categories of this paper are: quant-ph
31
The categories of this paper are: ao-sci
32
The categories of this paper are: atom-ph
36
The categories of this paper are: cmp-lg
24
The categories of this paper are: dg-ga
26
The categories of this paper are: bayes-an
28
The categories of this paper are: alg-geom
35
The categories of this paper are: mtrl-th
12
The categories of this paper are: nucl-th
11
The categories of this paper are: hep-lat
30
The categories of this paper are: q-alg
1
The categories of this paper are: cs