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估计Hurst指数程序

于 2022-09-22 发布 文件大小:93.04 kB
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 对于Hursr指数估计,本文主要介绍8种方法,包括绝对值法、平滑方差法、残余方差法、R/S法、周期图谱法、修正的周期图谱法、差分方差法和Higchi方法。

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