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RSanaE
- 这个程序用来检验股票指数是否具有长期记忆性,它是英文人编写的,与一般的hurst指数、Lo指数在编写方法上有区别-This procedure is used to test whether the stock index of long-term memory, which is written in the English people, and the general hurst index, Lo index in the preparation methods are differen
hurstestimators
- 包含了采用不同方法计算hurst指数的matlab程序- it contains several different methods for hurst exponent computation,including rs wavelet and so on
eH
- Hurst参数用来衡量时间序列的相关程度。给出了AVB, R/S, VT, PG, Wavelet等多种方法。-The degree of dependence of a time serie is measured by Hurst paramrter. AVB, R/S, VT, PG, Wavelet methods are given in this package.
On-Hurst-exponent-estimation-under-heavy-tailed.z
- sampling properties of Hurst exponent methods of estimation change with the presence of heavy tails
hurst-estimator
- 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, pe
hurst
- 基于matlab的hurst指数的估计方法,小波分析法,没有采用小波工具。-Matlab-based hurst index estimation methods, wavelet analysis。
Desktop
- 三种方法计算计算Hurst指数(R/S)(Calculation and calculation of Hurst index (R/S) by three methods)