The Hurst phenomenon and the rescaled range statistic
نویسندگان
چکیده
منابع مشابه
Improved Estimates For The Rescaled Range And Hurst Exponents
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برد عددی ماتریس مربعی a را با w(a) نشان داده و به این صورت تعریف می کنیم w(a)={x8ax:x ?s1} ، که در آن s1 گوی واحد است. در سال 2009، راسل کاردن مساله برد عددی معکوس را به این صورت مطرح کرده است : برای نقطه z?w(a)، بردار x?s1 را به گونه ای می یابیم که z=x*ax، در این پایان نامه ، الگوریتمی برای حل مساله برد عددی معکوس ارانه می دهیم.
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2016
ISSN: 0304-4149
DOI: 10.1016/j.spa.2016.04.008