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

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

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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

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Platforms: Matlab

Keyword: Coefficient, Hurst, Issues, Pages, Physica, Physics, Statistical, Theoretical, Volume

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SEMI VARIANCE METHOD AND SCALED WINDOWED VARIANCE METHOD FOR FRACTAL TIME SERIES ANALYSIS RELATED

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