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Updated: Feb 12, 2026

Age-dependent Dynamics of Locomotion in Caenorhabditis elegans: A Lyapunov Exponent Analysis
Published on: September 23, 2025
Fast and unbiased estimator of the time-dependent Hurst exponent
Augusto Pianese1, Sergio Bianchi1, Anna Maria Palazzo1
1Department of Economics and Law, University of Cassino and Southern Lazio, 03043 Cassino, Italy.
Abstract:
We combine two existing estimators of the local Hurst exponent to improve both the goodness of fit and the computational speed of the algorithm. An application with simulated time series is implemented, and a Monte Carlo simulation is performed to provide evidence of the improvement.
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