文件名称:hurst-estimator
介绍说明－－下载内容均来自于网络，请自行研究使用
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.
(系统自动生成,下载前可以参看下载内容)
下载文件列表
hurst estimator
...............\absval.asv
...............\absval.m
...............\aggvar.m
...............\boxper.m
...............\diffvar.m
...............\FGN.mat
...............\higuchi.m
...............\hurst_estimate.m
...............\peng.m
...............\per.m
...............\README.txt
...............\RS.m