Summary :
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This toolbox provides general methods that calculate the Hurst exponent
estimations of time sequences. It provides functions that performs H according
to the Variance of Residuals, the Aggregated Variance, the Absolute Moments,
the Rescale Range(R/S) and the Periodogram methods.
|
Description :
| This toolbox provides general methods that calculate the Hurst exponent
estimations of time sequences. It provides functions that performs H according
to the Variance of Residuals, the Aggregated Variance, the Absolute Moments,
the Rescale Range(R/S) and the Periodogram methods.
|
