On the stationary distributions of the Hurst indicator for the non-stationary marked time series

The tick time-series of WTI futures is considered. The dependence of Hurst indicator on the set length and moment of time is examined. Several variants of generalization of this factor on the marked time series are suggested. The distributions of Hurst indicator are constructed. These distributions are stationary and normal with the accuracy, according to the empirical probabilities definition.