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Semi variance method and scaled windowed variance method for fractal time series analysis 1.0

  Date Added: June 04, 2013  |  Visits: 268

Semi variance method and scaled windowed variance method for fractal time series analysis

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Semi variance method and scaled windowed variance method for fractal time series analysis.Referernce: Evaluating scaled windowed variance methods for estimating the Hurst coefficient of time series Physica A: Statistical and Theoretical PhysicsVolume 241, Issues 3-4, 15 July 1997, Pages 606-626

Requirements: No special requirements
Platforms: Matlab
Keyword: Coefficient Hurst Issues Pages Physica Physics Statistical Theoretical Volume
Users rating: 0/10

License: Shareware Size: 102.4 KB
SEMI VARIANCE METHOD AND SCALED WINDOWED VARIANCE METHOD FOR FRACTAL TIME SERIES ANALYSIS RELATED
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