Hurst Modeling
Last update : 19/4/2007
periodogram_h - Perform the Hurst Exponent in respect with the periodogram of the signal x
Calling Sequence
-
[H,I]=periodogram_h(x,i)
Parameters
-
x
: time series
-
i
: index
-
I
: periodogram of x
-
H
: Hurst exponent
Description
-
Perform the Hurst exponent in repect with the periodogram of the signal x.
Examples
x=read('./demos/fgn',-1,1);
x=x';
i=2:1500;
[H,I]=periodogram_h(x,i);
Authors
-
Foued Melakessou
University of Luxembourg
Bibliography
Intra Project 2004-2007
Used Function
LMS.
See Also
LMS
,