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whittle
- 计算hurst的程序，用whittle方法，比较好用
whittle
- 计算hurst的程序，用whittle方法，比较好用-Hurst calculation procedures, using whittle method to compare use
whittle
- code derived from the Matlab code for local Whittle estimation and exact local Whittle estimation of the memory parameter (d) in fractionally integrated (I(d)) time series.-code derived from the Matlab code for
elwfcicode
- This toolkit for exact local whittle estimator of degree of fractional integration. Detailed descr iption is included in the .zip file.-This is toolkit for exact local whittle estimator of degree of fractional integratio
arfima_est_v2
- 对ARMA 模型进行建模，在使用whittle estimator 的情况下-modeling arma
Whittle-index
- Gittin index policy for DR