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

Version 1.0.0.0 (110 ko) par Guan Wenye
Semi variance method and scaled windowed variance method for fractal time series analysis.
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Mise à jour 7 mai 2008

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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 Physics
Volume 241, Issues 3-4, 15 July 1997, Pages 606-626

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Guan Wenye (2024). Semi variance method and scaled windowed variance method for fractal time series analysis. (https://www.mathworks.com/matlabcentral/fileexchange/19810-semi-variance-method-and-scaled-windowed-variance-method-for-fractal-time-series-analysis), MATLAB Central File Exchange. Extrait(e) le .

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semivariance and scaled windowed variance method/semivariance and scaled windowed variance method/

Version Publié le Notes de version
1.0.0.0