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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
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)