evaluating quasi-monte carlo (qmc) algorithms in blocks decomposition of de-trended

نویسندگان

k. fathi vajargah

department of statistics, islamic azad university, north branch tehran, iran.

چکیده

the length of equal minimal and maximal blocks has e ected on logarithm-scale logarithm against sequential function on variance and bias of de-trended uctuation analysis, by using quasi monte carlo(qmc) simulation and cholesky decompositions, minimal block couple and maximal are founded which are minimum the summation of mean error square in horest power.

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عنوان ژورنال:
international journal of industrial mathematics

جلد ۷، شماره ۴، صفحات ۲۹۳-۲۹۹

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