Hurst Parameter Estimators

来源:互联网 发布:淘宝网店赚钱吗 编辑:程序博客网 时间:2024/05/17 13:43

Hurst parameter is a measure of self-similarity of stochastic variables. There are many estimators

  1. R/S analysis
  2. absolute value method
  3. aggregated variance method
  4. periodogram method 周期图方法
  5. modified periodogram method
  6. difference variance method
  7. Higuchi’s method
  8. residuals of regression method
  9. Wavelet estimator
  10. Whittle estimator
0 0
原创粉丝点击