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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。
HOW_TO_REVIEW_A_PAPER
- A fractional Fourier transform (FrFT) based estimation method is introduced in this paper to analyze the long range dependence (LRD) in time series. The degree of LRD can be characterized by the Hurst parameter. The FrFTbased estimation of Hu
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)