文件名称:hurst-estimator
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- 上传时间:2014-03-03
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文件大小:93.04kb
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对于Hursr指数估计,本文主要介绍8种方法,包括绝对值法、平滑方差法、残余方差法、R/S法、周期图谱法、修正的周期图谱法、差分方差法和Higchi方法。-For Hursr index estimation, this paper describes eight kinds of methods, including the absolute method, smooth variance method, the residual variance method, R/S method, periodic Atlas method, the modified cycle map method, differential variance method and Higchi methods.
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下载文件列表
hurst estimator/
hurst estimator/absval.asv
hurst estimator/absval.m
hurst estimator/aggvar.m
hurst estimator/boxper.m
hurst estimator/diffvar.m
hurst estimator/FGN.mat
hurst estimator/higuchi.m
hurst estimator/hurst_estimate.m
hurst estimator/peng.m
hurst estimator/per.m
hurst estimator/README.txt
hurst estimator/RS.m
hurst estimator/absval.asv
hurst estimator/absval.m
hurst estimator/aggvar.m
hurst estimator/boxper.m
hurst estimator/diffvar.m
hurst estimator/FGN.mat
hurst estimator/higuchi.m
hurst estimator/hurst_estimate.m
hurst estimator/peng.m
hurst estimator/per.m
hurst estimator/README.txt
hurst estimator/RS.m
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