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hurstZS.rar
- 另一种赫斯特指数的算法，此算法计算速度要快，但精度不及另一个。,Another Hurst exponent of the algorithm, this algorithm is faster, but the precision of less than another.
Hurst exponent estimation functions and related tests
- hurst.zip Hurst exponent estimation functions and related tests
hurst2
- 一维数据的赫斯特指数算法一，通过R/S算法计算，速度快。-One-dimensional data in a Hurst exponent algorithm, through the R/S algorithm, fast.
hurst_exponent
- 使用经典R/S方法计算赫斯特指数，以衡量数据的分型特性-using R/S method to caculate the Hurst exponent
On-Hurst-exponent-estimation-under-heavy-tailed.z
- sampling properties of Hurst exponent methods of estimation change with the presence of heavy tails
Calc_Hurst
- Hurst指数的计算,应用于非周期时间序列的平均周期计算-Calculate Hurst Exponent
hurst-estimators
- Hurst指数是描述非函数长周期的重要指标。它有别于传统单位根检验，可以发现时间序列存在的超长周期性，可以用于判断市场风险，-Hurst exponent describing the long period of non-function important indicator. It is different the traditional unit root tests, we can find the presence of long periodic time series, can